+76.9%
RSG vs GGLL
+194.0%
-117.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +2.0% | +5.1% | -3.1% | +1.9% |
| 30D | +14.2% | -35.5% | +49.7% | +14.3% |
| 3M | +15.8% | -39.2% | +54.9% | +15.9% |
| 6M | +24.6% | -54.4% | +78.9% | +25.1% |
| YTD | +18.2% | -29.8% | +48.1% | +18.0% |
| 1Y | +22.8% | -20.4% | +43.2% | +22.2% |
| 3Y | +62.4% | +149.7% | -87.4% | +53.1% |
| All | +76.9% | +194.0% | -117.1% | +65.8% |
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