+36.1%
BA vs GGLL
+328.7%
-292.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.2% |
| 7D | +1.2% | -4.8% | +5.9% | +1.9% |
| 30D | -11.6% | -13.7% | +2.1% | -9.7% |
| 3M | -2.4% | -21.9% | +19.5% | +0.7% |
| 6M | -6.6% | +11.7% | -18.3% | -9.5% |
| YTD | -2.2% | +2.3% | -4.5% | -4.4% |
| 1Y | -8.0% | +76.2% | -84.2% | -18.6% |
| 3Y | -5.0% | +245.0% | -250.0% | -29.7% |
| All | +36.1% | +328.7% | -292.6% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling