+14.0%
RTX vs GGLL
-15.6%
+29.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.5% |
| 7D | +1.4% | +2.9% | -1.5% | +1.4% |
| 30D | +7.8% | -33.1% | +41.0% | +8.5% |
| 3M | -9.8% | -31.2% | +21.4% | -9.3% |
| 6M | +13.5% | -49.4% | +62.9% | +16.5% |
| YTD | +10.9% | -26.8% | +37.8% | +8.6% |
| 1Y | +14.0% | -17.7% | +31.7% | +9.7% |
| All | +14.0% | -15.6% | +29.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling