+581.2%
BE vs GGLL
+188.6%
+392.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.4% | -12.5% |
| 7D | -14.7% | +3.1% | -17.8% | -15.6% |
| 30D | -40.5% | -36.3% | -4.2% | -32.0% |
| 3M | -24.3% | -40.4% | +16.0% | -12.3% |
| 6M | -39.3% | -54.6% | +15.3% | -24.3% |
| YTD | +99.4% | -31.1% | +130.5% | +111.3% |
| 1Y | +26.6% | -19.2% | +45.8% | +27.1% |
| 3Y | +1,616.9% | +151.5% | +1,465.4% | +1,013.1% |
| All | +581.2% | +188.6% | +392.6% | +282.4% |
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