+147.1%
RY vs GGLL
+184.7%
-37.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.5% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +4.4% | -36.3% | +40.7% | +8.0% |
| 3M | -2.9% | -42.7% | +39.7% | +1.2% |
| 6M | +15.6% | -53.1% | +68.6% | +21.9% |
| YTD | +21.8% | -32.1% | +53.9% | +23.4% |
| 1Y | +42.6% | -20.1% | +62.7% | +42.0% |
| 3Y | +160.9% | +151.7% | +9.2% | +123.8% |
| All | +147.1% | +184.7% | -37.6% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling