+94.8%
BHP vs GGLL
+217.5%
-122.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.4% |
| 7D | +2.5% | +11.5% | -9.1% | +0.9% |
| 30D | -5.2% | -31.2% | +26.0% | -0.8% |
| 3M | -8.7% | -28.7% | +19.9% | -5.1% |
| 6M | -6.9% | -47.2% | +40.3% | +0.3% |
| YTD | +39.0% | -24.3% | +63.2% | +40.5% |
| 1Y | +48.9% | -12.0% | +60.9% | +46.9% |
| 3Y | +55.4% | +169.6% | -114.3% | +24.1% |
| All | +94.8% | +217.5% | -122.6% | +55.1% |
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