+80.7%
RSG vs GGLL
+210.8%
-130.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +2.5% | +7.7% | -5.2% | +2.5% |
| 30D | +12.7% | -30.2% | +42.9% | +12.9% |
| 3M | +17.9% | -31.3% | +49.2% | +18.1% |
| 6M | +25.0% | -52.1% | +77.1% | +25.5% |
| YTD | +20.8% | -25.9% | +46.7% | +20.6% |
| 1Y | +24.3% | -8.5% | +32.7% | +23.4% |
| 3Y | +65.3% | +165.5% | -100.3% | +55.7% |
| All | +80.7% | +210.8% | -130.0% | +69.3% |
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 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