-36.5%
BROS vs GGLL
-19.4%
-17.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | -21.2% | +3.1% | -24.3% | -21.3% |
| 30D | -11.6% | -36.3% | +24.8% | -8.2% |
| 3M | -36.7% | -40.4% | +3.7% | -33.9% |
| 6M | -42.8% | -54.6% | +11.8% | -38.1% |
| YTD | -44.8% | -31.1% | -13.7% | -46.3% |
| 1Y | -36.5% | -19.2% | -17.4% | -39.5% |
| All | -36.5% | -19.4% | -17.1% | -39.5% |
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