+21.2%
BDX vs GGLL
+70.5%
-49.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -4.3% | +1.9% | -6.1% | -4.4% |
| 30D | +1.3% | -9.7% | +11.0% | +1.7% |
| 3M | +20.2% | -18.0% | +38.3% | +21.0% |
| 6M | +8.6% | +15.3% | -6.6% | +7.5% |
| YTD | +19.0% | +2.2% | +16.8% | +17.3% |
| 1Y | +21.2% | +73.1% | -51.9% | +18.6% |
| All | +21.2% | +70.5% | -49.4% | +18.6% |
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