+73.4%
BBY vs GGLL
+217.5%
-144.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.1% |
| 7D | +4.0% | +11.5% | -7.5% | +2.8% |
| 30D | +17.6% | -31.2% | +48.8% | +21.8% |
| 3M | +25.9% | -28.7% | +54.6% | +29.7% |
| 6M | +85.1% | -47.2% | +132.3% | +96.1% |
| YTD | +60.6% | -24.3% | +84.9% | +60.9% |
| 1Y | +40.2% | -12.0% | +52.2% | +36.9% |
| 3Y | +86.6% | +169.6% | -83.0% | +42.1% |
| All | +73.4% | +217.5% | -144.0% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling