+144.2%
RTX vs GGLL
+195.8%
-51.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.5% |
| 7D | -3.2% | +6.3% | -9.5% | -3.4% |
| 30D | +5.6% | -35.1% | +40.7% | +7.0% |
| 3M | -11.7% | -37.7% | +26.0% | -10.4% |
| 6M | +12.3% | -54.1% | +66.4% | +15.4% |
| YTD | +8.2% | -29.4% | +37.6% | +8.3% |
| 1Y | +12.6% | -13.4% | +26.0% | +11.6% |
| 3Y | +152.8% | +158.3% | -5.5% | +131.4% |
| All | +144.2% | +195.8% | -51.6% | +128.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling