+15.8%
RTX vs GGLL
-11.0%
+26.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | +4.8% | +7.7% | -2.9% | +4.7% |
| 30D | +6.5% | -30.2% | +36.7% | +6.9% |
| 3M | -9.6% | -31.3% | +21.6% | -9.3% |
| 6M | +12.3% | -52.1% | +64.4% | +15.6% |
| YTD | +9.5% | -25.9% | +35.3% | +7.3% |
| 1Y | +15.8% | -8.5% | +24.3% | +12.6% |
| All | +15.8% | -11.0% | +26.9% | +12.6% |
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 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