+25.1%
BDX vs GGLL
+166.5%
-141.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.2% |
| 7D | +2.9% | +7.7% | -4.8% | +2.6% |
| 30D | +15.4% | -30.2% | +45.6% | +16.7% |
| 3M | +20.5% | -31.3% | +51.8% | +21.9% |
| 6M | +53.2% | -52.1% | +105.3% | +56.8% |
| YTD | +45.7% | -25.9% | +71.5% | +45.9% |
| 1Y | +47.3% | -8.5% | +55.7% | +46.3% |
| 3Y | +25.1% | +165.5% | -140.5% | +15.6% |
| All | +25.1% | +166.5% | -141.5% | +15.6% |
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 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