-4.9%
BDX vs GGLL
+309.0%
-314.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.7% |
| 7D | -4.1% | -3.9% | -0.2% | -3.9% |
| 30D | +0.1% | -15.4% | +15.5% | +1.1% |
| 3M | +18.3% | -21.9% | +40.2% | +19.6% |
| 6M | +10.1% | +4.5% | +5.6% | +8.9% |
| YTD | +19.4% | -2.4% | +21.8% | +18.4% |
| 1Y | +22.3% | +57.8% | -35.5% | +17.0% |
| 3Y | -9.4% | +227.2% | -236.6% | -21.8% |
| All | -4.9% | +309.0% | -314.0% | -20.7% |
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 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