-36.7%
BBWI vs GGLL
+195.8%
-232.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.4% |
| 7D | -6.2% | +6.3% | -12.5% | -7.1% |
| 30D | +25.5% | -35.1% | +60.6% | +34.0% |
| 3M | +8.0% | -37.7% | +45.6% | +15.9% |
| 6M | +12.7% | -54.1% | +66.8% | +27.0% |
| YTD | +11.6% | -29.4% | +41.1% | +14.4% |
| 1Y | -0.9% | -13.4% | +12.5% | -3.3% |
| 3Y | -22.7% | +158.3% | -181.0% | -45.2% |
| All | -36.7% | +195.8% | -232.5% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling