+204.7%
BITO vs GGLL
+217.5%
-12.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.5% | -7.9% | -5.0% |
| 7D | -6.3% | +11.5% | -17.8% | -8.4% |
| 30D | -14.6% | -31.2% | +16.6% | -8.8% |
| 3M | +11.4% | -28.7% | +40.1% | +17.8% |
| 6M | -13.3% | -47.2% | +33.9% | -3.8% |
| YTD | -20.9% | -24.3% | +3.3% | -20.1% |
| 1Y | -32.1% | -12.0% | -20.1% | -34.0% |
| 3Y | +58.2% | +169.6% | -111.4% | +11.6% |
| All | +204.7% | +217.5% | -12.8% | +102.0% |
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