-1.8%
BBWI vs GGLL
-15.1%
+13.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.5% | -3.3% |
| 7D | -4.5% | +11.5% | -16.1% | -5.7% |
| 30D | +17.1% | -31.2% | +48.3% | +21.9% |
| 3M | +17.5% | -28.7% | +46.1% | +21.2% |
| 6M | +12.8% | -47.2% | +60.0% | +21.7% |
| YTD | +8.2% | -24.3% | +32.4% | +8.8% |
| 1Y | -1.8% | -12.0% | +10.2% | -3.1% |
| All | -1.8% | -15.1% | +13.2% | -3.1% |
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 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