+89.2%
BB vs GGLL
-19.4%
+108.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.3% |
| 7D | +3.8% | +3.1% | +0.7% | +3.5% |
| 30D | -0.3% | -36.3% | +36.0% | +3.5% |
| 3M | -0.5% | -40.4% | +39.9% | +3.7% |
| 6M | +45.9% | -54.6% | +100.5% | +54.1% |
| YTD | +130.6% | -31.1% | +161.7% | +130.6% |
| 1Y | +89.2% | -19.2% | +108.4% | +87.2% |
| All | +89.2% | -19.4% | +108.6% | +87.2% |
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