-29.9%
BITO vs GGLL
+80.0%
-109.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.2% |
| 7D | +2.9% | -4.8% | +7.7% | +3.5% |
| 30D | +22.6% | -13.7% | +36.3% | +24.8% |
| 3M | +24.7% | -21.9% | +46.5% | +28.1% |
| 6M | +7.5% | +11.7% | -4.2% | +2.1% |
| YTD | -10.8% | +2.3% | -13.1% | -14.3% |
| 1Y | -29.9% | +76.2% | -106.1% | -34.4% |
| All | -29.9% | +80.0% | -109.9% | -34.4% |
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 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