-18.6%
BAH vs GGLL
+328.7%
-347.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -1.4% |
| 7D | -3.2% | -4.8% | +1.5% | -3.1% |
| 30D | +2.0% | -13.7% | +15.7% | +2.5% |
| 3M | -7.6% | -21.9% | +14.2% | -7.0% |
| 6M | -5.7% | +11.7% | -17.3% | -6.5% |
| YTD | -11.7% | +2.3% | -14.0% | -12.3% |
| 1Y | -27.4% | +76.2% | -103.5% | -30.0% |
| 3Y | -32.5% | +245.0% | -277.5% | -39.3% |
| All | -18.6% | +328.7% | -347.2% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling