+186.8%
BKR vs GGLL
+328.4%
-141.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.4% | +1.9% | -1.5% | +0.2% |
| 30D | +3.9% | -9.7% | +13.6% | +5.0% |
| 3M | -1.1% | -18.0% | +17.0% | +0.5% |
| 6M | +7.6% | +15.3% | -7.6% | +3.3% |
| YTD | +41.9% | +2.2% | +39.7% | +38.2% |
| 1Y | +42.2% | +73.1% | -30.8% | +27.2% |
| 3Y | +84.3% | +242.7% | -158.4% | +41.9% |
| All | +186.8% | +328.4% | -141.6% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling