-1.4%
BAC vs GGLL
-11.0%
+9.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +3.2% | +7.7% | -4.4% | +2.8% |
| 30D | -0.7% | -30.2% | +29.5% | +0.8% |
| 3M | -20.0% | -31.3% | +11.3% | -18.7% |
| 6M | +3.4% | -52.1% | +55.5% | +7.3% |
| YTD | -5.7% | -25.9% | +20.1% | -7.7% |
| 1Y | -1.4% | -8.5% | +7.0% | -4.1% |
| All | -1.4% | -11.0% | +9.6% | -4.1% |
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