+27.1%
RRX vs GGLL
-18.8%
+45.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.2% |
| 7D | +7.5% | +3.1% | +4.4% | +7.0% |
| 30D | +3.0% | -36.3% | +39.3% | +10.7% |
| 3M | -5.3% | -40.4% | +35.0% | +2.7% |
| 6M | -26.6% | -54.6% | +28.0% | -15.5% |
| YTD | +21.2% | -31.1% | +52.3% | +21.3% |
| All | +27.1% | -18.8% | +45.9% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling