+102.6%
BB vs GGLL
+80.0%
+22.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -5.6% | -4.8% | -0.9% | -5.3% |
| 30D | -11.8% | -13.7% | +1.9% | -10.8% |
| 3M | -25.5% | -21.9% | -3.7% | -24.2% |
| 6M | +121.3% | +11.7% | +109.6% | +113.1% |
| YTD | +103.2% | +2.3% | +100.9% | +96.6% |
| 1Y | +102.6% | +76.2% | +26.5% | +79.6% |
| All | +102.6% | +80.0% | +22.7% | +79.6% |
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