+7.8%
BSX vs GGLL
+194.0%
-186.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.8% | +5.1% | -2.3% | +2.3% |
| 30D | +4.6% | -35.5% | +40.1% | +8.3% |
| 3M | -11.4% | -39.2% | +27.7% | -8.0% |
| 6M | -17.1% | -54.4% | +37.3% | -12.0% |
| YTD | -53.1% | -29.8% | -23.3% | -52.6% |
| 1Y | -55.7% | -20.4% | -35.3% | -55.8% |
| 3Y | -13.3% | +149.7% | -163.0% | -26.7% |
| All | +7.8% | +194.0% | -186.3% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling