+19.5%
RRX vs GGLL
+328.7%
-309.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +3.4% | -4.8% | +8.2% | +4.5% |
| 30D | -11.1% | -13.7% | +2.6% | -8.4% |
| 3M | -23.7% | -21.9% | -1.9% | -20.2% |
| 6M | -22.0% | +11.7% | -33.6% | -25.5% |
| YTD | +16.5% | +2.3% | +14.2% | +12.7% |
| 1Y | +11.5% | +76.2% | -64.7% | -5.7% |
| 3Y | +1.5% | +245.0% | -243.5% | -33.2% |
| All | +19.5% | +328.7% | -309.1% | -30.3% |
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