+64.0%
BN vs GGLL
+188.6%
-124.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +5.3% | +3.1% | +2.2% | +4.7% |
| 30D | +11.9% | -36.3% | +48.2% | +21.5% |
| 3M | -5.7% | -40.4% | +34.6% | +3.4% |
| 6M | -10.6% | -54.6% | +44.0% | +2.9% |
| YTD | -9.4% | -31.1% | +21.8% | -6.6% |
| 1Y | -8.8% | -19.2% | +10.4% | -10.0% |
| 3Y | +95.6% | +151.5% | -55.9% | +30.8% |
| All | +64.0% | +188.6% | -124.6% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling