+166.5%
BKR vs GGLL
+313.5%
-147.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -6.8% |
| 7D | -6.7% | -5.8% | -0.9% | -6.0% |
| 30D | -8.3% | -7.2% | -1.1% | -7.6% |
| 3M | -5.4% | -17.5% | +12.1% | -4.0% |
| 6M | +0.8% | +5.1% | -4.3% | -2.0% |
| YTD | +31.8% | -1.3% | +33.2% | +28.9% |
| 1Y | +28.6% | +60.2% | -31.6% | +16.2% |
| 3Y | +71.2% | +230.8% | -159.6% | +32.4% |
| All | +166.5% | +313.5% | -147.0% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling