+26.3%
BP vs GGLL
-17.3%
+43.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.1% |
| 7D | -6.3% | +5.1% | -11.4% | -5.8% |
| 30D | -3.6% | -35.5% | +31.9% | -6.9% |
| 3M | +5.2% | -39.2% | +44.4% | +1.5% |
| 6M | +5.3% | -54.4% | +59.7% | -0.3% |
| YTD | +33.1% | -29.8% | +63.0% | +31.7% |
| 1Y | +26.3% | -20.4% | +46.7% | +25.7% |
| All | +26.3% | -17.3% | +43.6% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling