+655.0%
BE vs GGLL
+210.8%
+444.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.2% |
| 7D | +10.8% | +7.7% | +3.1% | +8.3% |
| 30D | -19.8% | -30.2% | +10.4% | -10.8% |
| 3M | -18.7% | -31.3% | +12.5% | -9.6% |
| 6M | -33.7% | -52.1% | +18.3% | -18.3% |
| YTD | +121.0% | -25.9% | +146.8% | +129.2% |
| 1Y | +85.4% | -8.5% | +93.9% | +78.8% |
| 3Y | +1,709.5% | +165.5% | +1,544.0% | +1,058.0% |
| All | +655.0% | +210.8% | +444.2% | +314.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling