+135.8%
RTX vs GGLL
+188.6%
-52.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -5.1% | +3.1% | -8.2% | -5.2% |
| 30D | +5.1% | -36.3% | +41.5% | +6.6% |
| 3M | -14.8% | -40.4% | +25.5% | -13.4% |
| 6M | +8.0% | -54.6% | +62.7% | +11.0% |
| YTD | +4.5% | -31.1% | +35.6% | +4.7% |
| 1Y | +9.8% | -19.2% | +29.0% | +9.2% |
| 3Y | +144.2% | +151.5% | -7.3% | +123.7% |
| All | +135.8% | +188.6% | -52.9% | +120.7% |
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 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