+49.1%
BAX vs GGLL
-17.3%
+66.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.6% | +5.1% | -1.5% | +2.9% |
| 30D | +8.5% | -35.5% | +44.0% | +14.2% |
| 3M | -4.9% | -39.2% | +34.3% | +0.6% |
| 6M | +47.0% | -54.4% | +101.4% | +60.5% |
| YTD | +38.4% | -29.8% | +68.3% | +37.6% |
| 1Y | +49.1% | -20.4% | +69.5% | +48.4% |
| All | +49.1% | -17.3% | +66.4% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling