+629.1%
BE vs GGLL
+194.0%
+435.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | -13.4% | +5.1% | -18.5% | -14.6% |
| 30D | -33.9% | -35.5% | +1.6% | -24.6% |
| 3M | -12.0% | -39.2% | +27.2% | +1.6% |
| 6M | -29.0% | -54.4% | +25.4% | -11.3% |
| YTD | +113.4% | -29.8% | +143.2% | +125.2% |
| 1Y | +33.2% | -20.4% | +53.6% | +34.8% |
| 3Y | +1,659.2% | +149.7% | +1,509.5% | +1,048.0% |
| All | +629.1% | +194.0% | +435.1% | +307.7% |
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