+14.9%
RRX vs GGLL
+70.5%
-55.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.3% | +1.9% | +2.4% | +3.9% |
| 30D | -8.0% | -9.7% | +1.7% | -6.3% |
| 3M | -22.0% | -18.0% | -4.0% | -19.0% |
| 6M | -11.9% | +15.3% | -27.1% | -16.3% |
| YTD | +17.1% | +2.2% | +14.9% | +11.7% |
| 1Y | +14.9% | +73.1% | -58.2% | -4.9% |
| All | +14.9% | +70.5% | -55.6% | -4.9% |
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 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