+147.0%
RTX vs GGLL
+210.8%
-63.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +4.8% | +7.7% | -2.9% | +4.5% |
| 30D | +6.5% | -30.2% | +36.7% | +7.7% |
| 3M | -9.6% | -31.3% | +21.6% | -8.7% |
| 6M | +12.3% | -52.1% | +64.4% | +15.3% |
| YTD | +9.5% | -25.9% | +35.3% | +9.4% |
| 1Y | +15.8% | -8.5% | +24.3% | +14.6% |
| 3Y | +157.0% | +165.5% | -8.5% | +135.2% |
| All | +147.0% | +210.8% | -63.7% | +130.6% |
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