+68.3%
BLK vs GGLL
+241.4%
-173.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -2.4% | +1.9% | -4.3% | -2.7% |
| 30D | -3.1% | -9.7% | +6.6% | -1.8% |
| 3M | +10.7% | -18.0% | +28.7% | +13.0% |
| 6M | +15.9% | +15.3% | +0.6% | +11.8% |
| YTD | +4.0% | +2.2% | +1.8% | +1.8% |
| 1Y | +1.3% | +73.1% | -71.8% | -8.9% |
| All | +68.3% | +241.4% | -173.1% | +31.0% |
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 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