+63.3%
RSP vs GGLL
+184.7%
-121.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | +2.1% | -36.3% | +38.4% | +6.5% |
| 3M | -0.9% | -42.7% | +41.8% | +4.3% |
| 6M | +7.5% | -53.1% | +60.6% | +14.9% |
| YTD | +14.6% | -32.1% | +46.6% | +16.2% |
| 1Y | +17.6% | -20.1% | +37.7% | +16.5% |
| 3Y | +60.8% | +151.7% | -90.9% | +27.8% |
| All | +63.3% | +184.7% | -121.3% | +25.3% |
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