+76.4%
RSG vs GGLL
+188.6%
-112.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | +1.2% | +3.1% | -1.9% | +1.1% |
| 30D | +14.2% | -36.3% | +50.5% | +14.3% |
| 3M | +18.2% | -40.4% | +58.5% | +18.3% |
| 6M | +24.4% | -54.6% | +79.0% | +24.9% |
| YTD | +17.9% | -31.1% | +49.0% | +17.7% |
| 1Y | +22.3% | -19.2% | +41.5% | +21.6% |
| 3Y | +65.1% | +151.5% | -86.4% | +55.5% |
| All | +76.4% | +188.6% | -112.3% | +65.2% |
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