+39.2%
BKR vs GGLL
+80.0%
-40.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.0% |
| 30D | +3.3% | -13.7% | +17.0% | +4.1% |
| 3M | -3.6% | -21.9% | +18.3% | -2.6% |
| 6M | +5.0% | +11.7% | -6.6% | +3.0% |
| YTD | +40.9% | +2.3% | +38.7% | +38.4% |
| 1Y | +39.2% | +76.2% | -36.9% | +35.2% |
| All | +39.2% | +80.0% | -40.7% | +35.2% |
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