-2.9%
BAH vs GGLL
+210.8%
-213.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | -0.2% |
| 7D | +1.7% | +7.7% | -6.0% | +1.5% |
| 30D | +20.8% | -30.2% | +51.0% | +22.1% |
| 3M | +11.6% | -31.3% | +42.8% | +12.7% |
| 6M | +23.1% | -52.1% | +75.2% | +25.7% |
| YTD | +5.3% | -25.9% | +31.1% | +5.5% |
| 1Y | +6.1% | -8.5% | +14.6% | +5.2% |
| 3Y | -27.5% | +165.5% | -193.0% | -34.3% |
| All | -2.9% | +210.8% | -213.7% | -9.9% |
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