+3.2%
BBWI vs GGLL
-15.6%
+18.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | -7.7% | +2.9% | -10.6% | -8.0% |
| 30D | +24.8% | -33.1% | +57.9% | +30.1% |
| 3M | +16.2% | -31.2% | +47.4% | +20.3% |
| 6M | +15.8% | -49.4% | +65.2% | +25.4% |
| YTD | +11.4% | -26.8% | +38.3% | +12.7% |
| 1Y | +3.2% | -17.7% | +20.9% | +2.3% |
| All | +3.2% | -15.6% | +18.8% | +2.3% |
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