-51.3%
BAX vs GGLL
+206.6%
-257.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.7% |
| 7D | -0.6% | +2.9% | -3.5% | -0.9% |
| 30D | +6.3% | -33.1% | +39.4% | +10.2% |
| 3M | -4.6% | -31.2% | +26.6% | -1.4% |
| 6M | +50.4% | -49.4% | +99.7% | +58.8% |
| YTD | +38.0% | -26.8% | +64.9% | +39.9% |
| 1Y | +44.6% | -17.7% | +62.3% | +44.9% |
| 3Y | -15.1% | +160.4% | -175.6% | -28.1% |
| All | -51.3% | +206.6% | -257.9% | -60.3% |
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 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