+62.7%
RSP vs GGLL
+188.6%
-125.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -1.0% | +3.1% | -4.1% | -1.4% |
| 30D | +2.6% | -36.3% | +38.9% | +7.0% |
| 3M | -0.8% | -40.4% | +39.6% | +4.0% |
| 6M | +6.3% | -54.6% | +60.9% | +14.1% |
| YTD | +14.1% | -31.1% | +45.3% | +15.6% |
| 1Y | +18.0% | -19.2% | +37.2% | +16.7% |
| 3Y | +61.0% | +151.5% | -90.5% | +28.2% |
| All | +62.7% | +188.6% | -125.9% | +24.7% |
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