+75.3%
BP vs GGLL
+328.7%
-253.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +0.6% |
| 7D | +3.9% | -4.8% | +8.7% | +4.1% |
| 30D | +7.6% | -13.7% | +21.3% | +8.2% |
| 3M | +0.7% | -21.9% | +22.6% | +1.5% |
| 6M | +15.5% | +11.7% | +3.8% | +13.3% |
| YTD | +30.8% | +2.3% | +28.6% | +29.1% |
| 1Y | +34.3% | +76.2% | -41.9% | +26.3% |
| 3Y | +35.1% | +245.0% | -209.9% | +16.2% |
| All | +75.3% | +328.7% | -253.4% | +53.0% |
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