+26.3%
BP vs GGLL
-16.8%
+43.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.4% |
| 7D | -6.9% | +6.3% | -13.2% | -6.3% |
| 30D | -3.6% | -35.1% | +31.5% | -6.8% |
| 3M | +8.4% | -37.7% | +46.1% | +4.8% |
| 6M | +5.3% | -54.1% | +59.4% | -0.2% |
| YTD | +33.2% | -29.4% | +62.6% | +31.8% |
| All | +26.3% | -16.8% | +43.1% | +25.8% |
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