+545.5%
RVMD vs GGLL
+247.9%
+297.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | +1.1% | -9.7% | +10.8% | +2.6% |
| 3M | +39.6% | -18.0% | +57.6% | +42.5% |
| 6M | +110.7% | +15.3% | +95.4% | +99.8% |
| YTD | +160.3% | +2.2% | +158.1% | +151.6% |
| 1Y | +404.9% | +73.1% | +331.8% | +344.2% |
| 3Y | +545.5% | +242.7% | +302.8% | +371.1% |
| All | +545.5% | +247.9% | +297.5% | +371.1% |
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