-26.0%
BAH vs GGLL
+153.6%
-179.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.5% |
| 7D | -1.5% | +6.3% | -7.8% | -1.6% |
| 30D | +17.3% | -35.1% | +52.4% | +18.3% |
| 3M | +14.9% | -37.7% | +52.5% | +15.9% |
| 6M | +14.2% | -54.1% | +68.3% | +16.0% |
| YTD | +5.1% | -29.4% | +34.6% | +5.5% |
| 1Y | +2.1% | -13.4% | +15.5% | +1.6% |
| 3Y | -26.0% | +158.3% | -184.3% | -29.9% |
| All | -26.0% | +153.6% | -179.6% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling