+157.5%
RY vs GGLL
+245.5%
-88.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +3.1% | -4.8% | +7.9% | +3.5% |
| 30D | -0.3% | -13.7% | +13.4% | +0.8% |
| 3M | +8.7% | -21.9% | +30.5% | +10.2% |
| 6M | +28.5% | +11.7% | +16.9% | +26.0% |
| YTD | +25.1% | +2.3% | +22.8% | +23.3% |
| 1Y | +46.3% | +76.2% | -29.9% | +37.8% |
| All | +157.5% | +245.5% | -88.1% | +123.6% |
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