-52.3%
BAX vs GGLL
+188.6%
-241.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +12.1% | +3.1% | +9.0% | +11.8% |
| 30D | +7.6% | -36.3% | +43.9% | +12.1% |
| 3M | -4.5% | -40.4% | +35.9% | 0.0% |
| 6M | +52.0% | -54.6% | +106.6% | +62.3% |
| YTD | +35.1% | -31.1% | +66.3% | +37.9% |
| 1Y | +43.7% | -19.2% | +62.9% | +44.3% |
| 3Y | -20.9% | +151.5% | -172.5% | -32.9% |
| All | -52.3% | +188.6% | -241.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling