+175.4%
RPRX vs GGLL
+157.4%
+18.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +4.6% | +5.1% | -0.5% | +4.5% |
| 30D | +22.0% | -35.5% | +57.5% | +22.6% |
| 3M | +20.3% | -39.2% | +59.4% | +21.0% |
| 6M | +37.9% | -54.4% | +92.3% | +39.7% |
| YTD | +82.2% | -29.8% | +112.1% | +81.4% |
| 1Y | +83.7% | -20.4% | +104.1% | +82.4% |
| 3Y | +175.4% | +149.7% | +25.7% | +166.9% |
| All | +175.4% | +157.4% | +18.0% | +166.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling