+34.5%
BBY vs GGLL
-11.6%
+46.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.5% | +1.5% | +7.8% |
| 7D | +4.5% | -23.1% | +27.6% | +4.7% |
| 30D | +16.0% | -32.9% | +48.9% | +16.8% |
| 3M | +18.6% | -44.9% | +63.5% | +20.0% |
| 6M | +80.1% | -49.5% | +129.6% | +81.9% |
| YTD | +57.4% | -28.9% | +86.3% | +58.5% |
| 1Y | +34.5% | -12.2% | +46.7% | +32.3% |
| All | +34.5% | -11.6% | +46.1% | +32.3% |
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