+38.6%
RY vs GGLL
-15.1%
+53.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -0.7% |
| 7D | -0.5% | +11.5% | -12.1% | -1.4% |
| 30D | +4.7% | -31.2% | +36.0% | +7.3% |
| 3M | -4.5% | -28.7% | +24.2% | -2.5% |
| 6M | +12.5% | -47.2% | +59.7% | +17.4% |
| YTD | +21.1% | -24.3% | +45.4% | +19.4% |
| 1Y | +38.6% | -12.0% | +50.6% | +35.8% |
| All | +38.6% | -15.1% | +53.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling