+35.3%
BB vs GGLL
+328.7%
-293.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -5.6% | -4.8% | -0.9% | -4.6% |
| 30D | -11.8% | -13.7% | +1.9% | -9.0% |
| 3M | -25.5% | -21.9% | -3.7% | -22.2% |
| 6M | +121.3% | +11.7% | +109.6% | +106.8% |
| YTD | +103.2% | +2.3% | +100.9% | +93.2% |
| 1Y | +102.6% | +76.2% | +26.5% | +62.0% |
| 3Y | +37.5% | +245.0% | -207.5% | -19.1% |
| All | +35.3% | +328.7% | -293.3% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling