-10.6%
BA vs GGLL
+151.4%
-162.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +1.9% | -2.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | -9.1% | -36.3% | +27.1% | -4.6% |
| 3M | -28.2% | -42.7% | +14.5% | -23.7% |
| 6M | -23.1% | -53.1% | +29.9% | -16.6% |
| YTD | -20.6% | -32.1% | +11.5% | -18.7% |
| 1Y | -12.7% | -20.1% | +7.4% | -13.0% |
| All | -10.6% | +151.4% | -162.0% | -19.5% |
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