-2.2%
BAH vs GGLL
+194.0%
-196.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +0.5% | +5.1% | -4.6% | +0.3% |
| 30D | +18.2% | -35.5% | +53.7% | +19.8% |
| 3M | +13.1% | -39.2% | +52.2% | +14.7% |
| 6M | +15.2% | -54.4% | +69.6% | +17.8% |
| YTD | +6.0% | -29.8% | +35.8% | +6.5% |
| 1Y | +3.1% | -20.4% | +23.5% | +2.8% |
| 3Y | -26.2% | +149.7% | -175.9% | -33.0% |
| All | -2.2% | +194.0% | -196.3% | -9.1% |
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 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