-19.0%
BAX vs GGLL
+166.5%
-185.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +0.1% | +7.7% | -7.6% | -0.6% |
| 30D | +4.1% | -30.2% | +34.3% | +6.9% |
| 3M | -4.5% | -31.3% | +26.7% | -2.0% |
| 6M | +49.2% | -52.1% | +101.3% | +56.7% |
| YTD | +35.2% | -25.9% | +61.1% | +36.7% |
| 1Y | +38.3% | -8.5% | +46.7% | +38.1% |
| 3Y | -19.0% | +165.5% | -184.6% | -25.7% |
| All | -19.0% | +166.5% | -185.6% | -25.7% |
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