+20.7%
BBY vs GGLL
+64.8%
-44.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.1% | -1.2% |
| 7D | +1.2% | -3.9% | +5.1% | +1.4% |
| 30D | +6.8% | -15.4% | +22.2% | +7.6% |
| 3M | +18.7% | -21.9% | +40.6% | +19.7% |
| 6M | +37.3% | +4.5% | +32.8% | +36.9% |
| YTD | +35.3% | -2.4% | +37.7% | +34.8% |
| 1Y | +20.7% | +57.8% | -37.1% | +8.0% |
| All | +20.7% | +64.8% | -44.1% | +8.0% |
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