-35.1%
BITO vs GGLL
+64.4%
-99.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | +21.4% | -4.0% | +25.4% | +21.9% |
| 3M | +20.5% | -15.5% | +36.0% | +22.2% |
| 6M | +7.4% | +7.6% | -0.2% | +2.5% |
| YTD | -13.9% | +2.0% | -15.8% | -17.4% |
| 1Y | -35.1% | +63.9% | -99.0% | -40.8% |
| All | -35.1% | +64.4% | -99.5% | -40.8% |
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