+167.0%
BB vs GGLL
+163.0%
+4.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.4% | +2.0% |
| 7D | +7.3% | +2.9% | +4.4% | +6.8% |
| 30D | +11.2% | -33.1% | +44.4% | +18.9% |
| 3M | +4.7% | -31.2% | +35.9% | +11.1% |
| 6M | +51.1% | -49.4% | +100.5% | +67.7% |
| YTD | +148.0% | -26.8% | +174.9% | +151.1% |
| 1Y | +106.1% | -17.7% | +123.9% | +101.6% |
| All | +167.0% | +163.0% | +4.1% | +107.5% |
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