+78.4%
BP vs GGLL
+195.8%
-117.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -6.9% | +6.3% | -13.2% | -7.0% |
| 30D | -3.6% | -35.1% | +31.5% | -2.5% |
| 3M | +8.4% | -37.7% | +46.1% | +9.7% |
| 6M | +5.3% | -54.1% | +59.4% | +7.9% |
| YTD | +33.2% | -29.4% | +62.6% | +32.5% |
| 1Y | +28.2% | -13.4% | +41.6% | +25.2% |
| 3Y | +49.2% | +158.3% | -109.1% | +28.8% |
| All | +78.4% | +195.8% | -117.4% | +57.1% |
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