+84.5%
BKR vs GGLL
+226.0%
-141.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | -1.5% | -3.9% | +2.4% | -1.1% |
| 30D | -0.7% | -15.4% | +14.7% | +1.1% |
| 3M | +0.5% | -21.9% | +22.4% | +2.5% |
| 6M | +6.6% | +4.5% | +2.1% | +3.9% |
| YTD | +41.3% | -2.4% | +43.7% | +38.4% |
| 1Y | +42.2% | +57.8% | -15.6% | +29.3% |
| All | +84.5% | +226.0% | -141.5% | +49.3% |
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