+48.9%
BHP vs GGLL
-15.1%
+64.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.3% |
| 7D | +2.5% | +11.5% | -9.1% | +1.0% |
| 30D | -5.2% | -31.2% | +26.0% | -1.3% |
| 3M | -8.7% | -28.7% | +19.9% | -5.5% |
| 6M | -6.9% | -47.2% | +40.3% | +0.7% |
| YTD | +39.0% | -24.3% | +63.2% | +38.0% |
| 1Y | +48.9% | -12.0% | +60.9% | +47.5% |
| All | +48.9% | -15.1% | +64.0% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling