+74.0%
RPRX vs GGLL
+188.6%
-114.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | +0.2% | +3.1% | -2.9% | +0.1% |
| 30D | +18.6% | -36.3% | +54.9% | +20.2% |
| 3M | +18.0% | -40.4% | +58.4% | +19.9% |
| 6M | +33.8% | -54.6% | +88.4% | +37.3% |
| YTD | +76.6% | -31.1% | +107.7% | +76.5% |
| 1Y | +68.2% | -19.2% | +87.4% | +66.7% |
| 3Y | +161.5% | +151.5% | +10.0% | +135.5% |
| All | +74.0% | +188.6% | -114.6% | +56.1% |
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