+58.6%
RSG vs GGLL
+328.7%
-270.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -1.1% |
| 7D | +0.3% | -4.8% | +5.0% | +0.3% |
| 30D | +7.6% | -13.7% | +21.3% | +7.7% |
| 3M | +7.4% | -21.9% | +29.3% | +7.6% |
| 6M | -3.3% | +11.7% | -14.9% | -3.6% |
| YTD | +6.0% | +2.3% | +3.7% | +5.7% |
| 1Y | -3.7% | +76.2% | -79.8% | -5.3% |
| 3Y | +59.1% | +245.0% | -185.9% | +49.9% |
| All | +58.6% | +328.7% | -270.1% | +48.5% |
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