+87.5%
BHP vs GGLL
+247.9%
-160.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.3% | +1.9% | -0.6% | +1.0% |
| 30D | +4.0% | -9.7% | +13.7% | +5.4% |
| 3M | +12.3% | -18.0% | +30.3% | +14.8% |
| 6M | +30.8% | +15.3% | +15.6% | +26.0% |
| YTD | +58.8% | +2.2% | +56.6% | +55.0% |
| 1Y | +76.8% | +73.1% | +3.8% | +58.1% |
| 3Y | +87.5% | +242.7% | -155.2% | +42.1% |
| All | +87.5% | +247.9% | -160.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling