-23.2%
BAH vs GGLL
+151.4%
-174.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +1.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.1% |
| 30D | +31.1% | -36.3% | +67.3% | +32.3% |
| 3M | +25.2% | -42.7% | +67.8% | +26.6% |
| 6M | +18.9% | -53.1% | +72.0% | +20.6% |
| YTD | +8.3% | -32.1% | +40.4% | +8.7% |
| 1Y | +6.2% | -20.1% | +26.3% | +5.9% |
| All | -23.2% | +151.4% | -174.6% | -27.3% |
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