+66.7%
BN vs GGLL
+206.6%
-139.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.7% |
| 7D | -2.4% | +2.9% | -5.3% | -3.0% |
| 30D | +13.5% | -33.1% | +46.7% | +22.0% |
| 3M | -5.9% | -31.2% | +25.2% | +0.2% |
| 6M | -8.9% | -49.4% | +40.4% | +2.4% |
| YTD | -7.9% | -26.8% | +19.0% | -6.2% |
| 1Y | -8.3% | -17.7% | +9.4% | -9.7% |
| 3Y | +100.8% | +160.4% | -59.7% | +33.7% |
| All | +66.7% | +206.6% | -139.9% | +0.3% |
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