+57.8%
RSG vs GGLL
+328.4%
-270.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.7% | +1.9% | -2.6% | -0.8% |
| 30D | +3.3% | -9.7% | +13.0% | +3.4% |
| 3M | +8.5% | -18.0% | +26.5% | +8.6% |
| 6M | -3.5% | +15.3% | -18.8% | -3.9% |
| YTD | +5.5% | +2.2% | +3.3% | +5.2% |
| 1Y | -1.7% | +73.1% | -74.8% | -3.4% |
| 3Y | +56.9% | +242.7% | -185.8% | +47.9% |
| All | +57.8% | +328.4% | -270.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling