+327.4%
BNY vs GGLL
+328.4%
-0.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.5% | +1.9% | -0.4% | +1.3% |
| 30D | +3.3% | -9.7% | +13.1% | +4.4% |
| 3M | +15.3% | -18.0% | +33.3% | +17.0% |
| 6M | +42.5% | +15.3% | +27.2% | +37.9% |
| YTD | +42.0% | +2.2% | +39.8% | +39.2% |
| 1Y | +59.3% | +73.1% | -13.8% | +45.7% |
| 3Y | +291.2% | +242.7% | +48.5% | +213.1% |
| All | +327.4% | +328.4% | -0.9% | +223.0% |
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 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