+151.0%
BITO vs GGLL
+247.9%
-96.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +1.5% | +1.9% | -0.3% | +1.2% |
| 30D | +20.0% | -9.7% | +29.8% | +22.1% |
| 3M | +22.8% | -18.0% | +40.8% | +25.8% |
| 6M | +13.1% | +15.3% | -2.2% | +7.1% |
| YTD | -12.5% | +2.2% | -14.7% | -15.4% |
| 1Y | -32.6% | +73.1% | -105.6% | -41.8% |
| 3Y | +151.0% | +242.7% | -91.6% | +93.9% |
| All | +151.0% | +247.9% | -96.9% | +93.9% |
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