+94.8%
BN vs GGLL
+166.5%
-71.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | -1.0% | +7.7% | -8.7% | -2.3% |
| 30D | +14.0% | -30.2% | +44.2% | +20.2% |
| 3M | -9.0% | -31.3% | +22.3% | -4.0% |
| 6M | -8.8% | -52.1% | +43.3% | +2.1% |
| YTD | -10.3% | -25.9% | +15.6% | -9.1% |
| 1Y | -5.8% | -8.5% | +2.6% | -8.9% |
| 3Y | +94.8% | +165.5% | -70.8% | +45.4% |
| All | +94.8% | +166.5% | -71.8% | +45.4% |
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