-2.3%
BDX vs GGLL
+328.7%
-331.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.5% | -4.8% | +2.3% | -2.2% |
| 30D | +8.3% | -13.7% | +21.9% | +9.2% |
| 3M | +24.4% | -21.9% | +46.2% | +25.9% |
| 6M | +9.2% | +11.7% | -2.5% | +7.5% |
| YTD | +22.7% | +2.3% | +20.4% | +21.3% |
| 1Y | +25.9% | +76.2% | -50.3% | +19.5% |
| 3Y | -10.5% | +245.0% | -255.5% | -23.0% |
| All | -2.3% | +328.7% | -331.0% | -18.8% |
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