+78.2%
BP vs GGLL
+188.6%
-110.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -11.6% | +3.1% | -14.7% | -11.7% |
| 30D | 0.0% | -36.3% | +36.4% | +1.2% |
| 3M | +6.7% | -40.4% | +47.1% | +8.2% |
| 6M | +2.2% | -54.6% | +56.8% | +4.6% |
| YTD | +33.0% | -31.1% | +64.1% | +32.4% |
| 1Y | +30.7% | -19.2% | +49.9% | +28.2% |
| 3Y | +44.2% | +151.5% | -107.3% | +24.6% |
| All | +78.2% | +188.6% | -110.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling