+723.7%
BE vs GGLL
+206.6%
+517.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +4.3% | +8.7% | +11.6% |
| 7D | +4.5% | +2.9% | +1.6% | +4.0% |
| 30D | -20.1% | -33.1% | +13.0% | -9.8% |
| 3M | -0.8% | -31.2% | +30.4% | +10.2% |
| 6M | -26.2% | -49.4% | +23.1% | -10.7% |
| YTD | +141.1% | -26.8% | +167.9% | +151.3% |
| 1Y | +64.8% | -17.7% | +82.6% | +65.3% |
| 3Y | +1,887.4% | +160.4% | +1,727.0% | +1,180.8% |
| All | +723.7% | +206.6% | +517.1% | +354.8% |
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 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