+68.0%
BN vs GGLL
+194.0%
-126.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | +4.3% | +5.1% | -0.8% | +3.3% |
| 30D | +14.3% | -35.5% | +49.8% | +23.8% |
| 3M | -4.1% | -39.2% | +35.1% | +4.8% |
| 6M | -9.7% | -54.4% | +44.7% | +4.0% |
| YTD | -7.1% | -29.8% | +22.7% | -4.6% |
| 1Y | -7.4% | -20.4% | +13.0% | -8.2% |
| 3Y | +102.3% | +149.7% | -47.4% | +36.0% |
| All | +68.0% | +194.0% | -126.0% | +2.0% |
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