+899.8%
RVMD vs GGLL
+153.6%
+746.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.7% |
| 7D | +6.4% | +6.3% | 0.0% | +5.5% |
| 30D | +5.5% | -35.1% | +40.6% | +11.8% |
| 3M | -2.4% | -37.7% | +35.2% | +3.8% |
| 6M | +41.1% | -54.1% | +95.2% | +56.7% |
| YTD | +151.3% | -29.4% | +180.7% | +154.9% |
| 1Y | +228.1% | -13.4% | +241.5% | +220.9% |
| 3Y | +899.8% | +158.3% | +741.4% | +708.3% |
| All | +899.8% | +153.6% | +746.1% | +708.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling