-1.6%
BROS vs GGLL
+210.8%
-212.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.1% | +8.6% | +7.0% |
| 7D | +6.3% | +7.7% | -1.4% | +4.4% |
| 30D | -8.3% | -30.2% | +21.9% | -1.7% |
| 3M | -29.8% | -31.3% | +1.5% | -24.7% |
| 6M | -25.8% | -52.1% | +26.3% | -14.5% |
| YTD | -41.4% | -25.9% | -15.5% | -41.0% |
| 1Y | -35.2% | -8.5% | -26.7% | -39.0% |
| 3Y | +32.8% | +165.5% | -132.8% | -18.4% |
| All | -1.6% | +210.8% | -212.3% | -45.8% |
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 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