+97.5%
BLK vs GGLL
+152.2%
-54.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +5.2% | +5.1% | +0.1% | +4.6% |
| 30D | +12.9% | -35.5% | +48.4% | +19.0% |
| 3M | +8.6% | -39.2% | +47.7% | +15.1% |
| 6M | +13.9% | -54.4% | +68.2% | +24.8% |
| YTD | +16.1% | -29.8% | +45.9% | +18.5% |
| 1Y | +15.3% | -20.4% | +35.7% | +15.4% |
| All | +97.5% | +152.2% | -54.6% | +67.7% |
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