+5.1%
RMD vs GGLL
+194.0%
-188.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.1% | +5.1% | -2.0% | +2.4% |
| 30D | +1.8% | -35.5% | +37.2% | +7.3% |
| 3M | +6.7% | -39.2% | +45.8% | +13.2% |
| 6M | +13.9% | -54.4% | +68.3% | +25.0% |
| YTD | -2.0% | -29.8% | +27.8% | 0.0% |
| 1Y | -5.4% | -20.4% | +15.0% | -5.6% |
| 3Y | +67.4% | +149.7% | -82.4% | +28.6% |
| All | +5.1% | +194.0% | -188.9% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling