+5.7%
RMD vs GGLL
+188.6%
-182.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +2.3% | +3.1% | -0.8% | +1.9% |
| 30D | +4.1% | -36.3% | +40.5% | +10.0% |
| 3M | +5.7% | -40.4% | +46.1% | +12.5% |
| 6M | +12.9% | -54.6% | +67.5% | +24.0% |
| YTD | -1.5% | -31.1% | +29.6% | +0.8% |
| 1Y | -4.8% | -19.2% | +14.4% | -5.3% |
| 3Y | +57.5% | +151.5% | -94.0% | +20.7% |
| All | +5.7% | +188.6% | -182.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling