+52.6%
BKR vs GGLL
+166.5%
-113.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +3.8% | +7.7% | -3.9% | +3.0% |
| 30D | -10.3% | -30.2% | +19.9% | -7.4% |
| 3M | -21.7% | -31.3% | +9.6% | -19.2% |
| 6M | -23.8% | -52.1% | +28.3% | -18.5% |
| YTD | +10.3% | -25.9% | +36.1% | +10.2% |
| 1Y | +5.7% | -8.5% | +14.1% | +2.2% |
| 3Y | +52.6% | +165.5% | -112.9% | +29.3% |
| All | +52.6% | +166.5% | -113.9% | +29.3% |
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