+14.5%
BDX vs GGLL
+195.8%
-181.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | +8.4% | +6.3% | +2.0% | +8.0% |
| 30D | +17.1% | -35.1% | +52.2% | +19.7% |
| 3M | +22.4% | -37.7% | +60.1% | +25.3% |
| 6M | +45.9% | -54.1% | +100.0% | +51.7% |
| YTD | +43.8% | -29.4% | +73.3% | +44.6% |
| 1Y | +57.8% | -13.4% | +71.2% | +56.3% |
| 3Y | +25.4% | +158.3% | -132.9% | +8.8% |
| All | +14.5% | +195.8% | -181.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling