+4.1%
BBWI vs GGLL
-11.6%
+15.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.5% |
| 7D | +8.8% | -23.1% | +31.9% | +10.8% |
| 30D | +34.8% | -32.9% | +67.7% | +39.9% |
| 3M | +12.9% | -44.9% | +57.8% | +20.5% |
| 6M | +29.6% | -49.5% | +79.1% | +39.3% |
| YTD | +20.8% | -28.9% | +49.7% | +22.6% |
| 1Y | +4.1% | -12.2% | +16.3% | +1.3% |
| All | +4.1% | -11.6% | +15.7% | +1.3% |
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