-8.0%
BA vs GGLL
+80.0%
-88.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.1% |
| 7D | +1.2% | -4.8% | +5.9% | +1.8% |
| 30D | -11.6% | -13.7% | +2.1% | -10.0% |
| 3M | -2.4% | -21.9% | +19.5% | +0.4% |
| 6M | -6.6% | +11.7% | -18.3% | -8.2% |
| YTD | -2.2% | +2.3% | -4.5% | -4.1% |
| 1Y | -8.0% | +76.2% | -84.2% | -15.2% |
| All | -8.0% | +80.0% | -88.0% | -15.2% |
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 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