+818.0%
RVMD vs GGLL
+194.0%
+624.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -0.6% | +5.1% | -5.7% | -1.3% |
| 30D | +1.7% | -35.5% | +37.2% | +8.5% |
| 3M | -6.7% | -39.2% | +32.4% | +0.2% |
| 6M | +36.1% | -54.4% | +90.5% | +52.3% |
| YTD | +142.4% | -29.8% | +172.2% | +147.0% |
| 1Y | +207.8% | -20.4% | +228.2% | +205.6% |
| 3Y | +879.5% | +149.7% | +729.8% | +635.3% |
| All | +818.0% | +194.0% | +624.0% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling