-53.6%
BSX vs GGLL
-11.6%
-42.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +5.0% |
| 7D | +8.0% | -23.1% | +31.1% | +9.0% |
| 30D | +8.1% | -32.9% | +41.0% | +10.0% |
| 3M | -6.7% | -44.9% | +38.2% | -3.8% |
| 6M | -19.4% | -49.5% | +30.1% | -16.8% |
| YTD | -51.9% | -28.9% | -23.0% | -51.5% |
| 1Y | -53.6% | -12.2% | -41.4% | -53.3% |
| All | -53.6% | -11.6% | -42.0% | -53.3% |
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