+43.1%
BMY vs GGLL
+172.3%
-129.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.0% |
| 7D | -1.3% | +11.5% | -12.8% | -1.5% |
| 30D | +10.0% | -31.2% | +41.2% | +10.8% |
| 3M | -1.2% | -28.7% | +27.5% | -0.6% |
| 6M | +12.8% | -47.2% | +60.0% | +14.2% |
| YTD | +20.7% | -24.3% | +44.9% | +20.7% |
| 1Y | +32.6% | -12.0% | +44.6% | +32.5% |
| All | +43.1% | +172.3% | -129.1% | +42.5% |
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