+149.8%
RTX vs GGLL
+328.7%
-178.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -5.2% | -4.8% | -0.4% | -5.0% |
| 30D | -9.4% | -13.7% | +4.3% | -8.8% |
| 3M | +12.3% | -21.9% | +34.1% | +13.3% |
| 6M | -3.1% | +11.7% | -14.8% | -4.3% |
| YTD | +10.7% | +2.3% | +8.4% | +9.7% |
| 1Y | +28.4% | +76.2% | -47.8% | +23.8% |
| 3Y | +147.1% | +245.0% | -97.9% | +124.8% |
| All | +149.8% | +328.7% | -178.9% | +131.2% |
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