-37.0%
BBWI vs GGLL
+194.0%
-231.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -4.2% | +5.1% | -9.3% | -5.0% |
| 30D | +24.9% | -35.5% | +60.3% | +33.5% |
| 3M | +13.2% | -39.2% | +52.4% | +22.1% |
| 6M | +12.1% | -54.4% | +66.5% | +26.5% |
| YTD | +11.1% | -29.8% | +40.9% | +13.9% |
| 1Y | +0.7% | -20.4% | +21.1% | +0.1% |
| 3Y | -23.8% | +149.7% | -173.5% | -45.6% |
| All | -37.0% | +194.0% | -231.1% | -55.2% |
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 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