+10.9%
BMY vs GGLL
+210.8%
-199.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +1.8% |
| 7D | +2.1% | +7.7% | -5.6% | +1.8% |
| 30D | +7.0% | -30.2% | +37.2% | +8.0% |
| 3M | -0.9% | -31.3% | +30.4% | 0.0% |
| 6M | +14.9% | -52.1% | +67.0% | +17.2% |
| YTD | +22.8% | -25.9% | +48.7% | +23.0% |
| 1Y | +36.2% | -8.5% | +44.7% | +35.7% |
| 3Y | +45.7% | +165.5% | -119.9% | +38.8% |
| All | +10.9% | +210.8% | -199.9% | +5.2% |
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