+100.5%
BHP vs GGLL
+195.8%
-95.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.4% |
| 7D | +3.5% | +6.3% | -2.9% | +2.6% |
| 30D | -4.5% | -35.1% | +30.6% | +0.8% |
| 3M | -6.4% | -37.7% | +31.3% | -0.8% |
| 6M | -0.1% | -54.1% | +54.0% | +9.8% |
| YTD | +43.0% | -29.4% | +72.4% | +46.1% |
| 1Y | +56.5% | -13.4% | +69.9% | +54.6% |
| 3Y | +62.0% | +158.3% | -96.3% | +30.2% |
| All | +100.5% | +195.8% | -95.3% | +61.2% |
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