+66.5%
BAC vs GGLL
+195.8%
-129.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | +2.0% | +6.3% | -4.4% | +1.3% |
| 30D | -6.9% | -35.1% | +28.2% | -3.0% |
| 3M | -19.6% | -37.7% | +18.1% | -15.9% |
| 6M | -0.5% | -54.1% | +53.6% | +7.0% |
| YTD | -6.6% | -29.4% | +22.8% | -5.7% |
| 1Y | -3.0% | -13.4% | +10.4% | -5.0% |
| 3Y | +97.3% | +158.3% | -61.0% | +58.0% |
| All | +66.5% | +195.8% | -129.3% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling