-14.9%
BAX vs GGLL
+153.6%
-168.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | +9.0% | +6.3% | +2.7% | +8.5% |
| 30D | +8.5% | -35.1% | +43.6% | +12.1% |
| 3M | -4.1% | -37.7% | +33.6% | -0.7% |
| 6M | +46.9% | -54.1% | +101.0% | +54.8% |
| YTD | +38.4% | -29.4% | +67.8% | +40.5% |
| 1Y | +47.0% | -13.4% | +60.4% | +47.5% |
| 3Y | -14.9% | +158.3% | -173.3% | -21.3% |
| All | -14.9% | +153.6% | -168.5% | -21.3% |
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