+11.1%
BND vs GGLL
+194.0%
-182.9%
-7.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -0.1% | +5.1% | -5.2% | -0.2% |
| 30D | +1.3% | -35.5% | +36.8% | +1.8% |
| 3M | -0.7% | -39.2% | +38.4% | -0.2% |
| 6M | -1.6% | -54.4% | +52.8% | -0.8% |
| YTD | -1.0% | -29.8% | +28.8% | -0.8% |
| 1Y | -0.7% | -20.4% | +19.7% | -0.7% |
| 3Y | +14.1% | +149.7% | -135.7% | +11.0% |
| All | +11.1% | +194.0% | -182.9% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling