+87.9%
BBY vs GGLL
+157.4%
-69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +10.9% | +5.1% | +5.8% | +10.5% |
| 30D | +19.6% | -35.5% | +55.1% | +23.5% |
| 3M | +27.6% | -39.2% | +66.8% | +32.3% |
| 6M | +79.4% | -54.4% | +133.8% | +90.1% |
| YTD | +61.7% | -29.8% | +91.5% | +63.0% |
| 1Y | +40.3% | -20.4% | +60.7% | +39.0% |
| 3Y | +87.9% | +149.7% | -61.9% | +63.1% |
| All | +87.9% | +157.4% | -69.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling