-58.4%
BSX vs GGLL
+64.8%
-123.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.2% |
| 7D | -7.0% | -3.9% | -3.2% | -6.9% |
| 30D | -10.9% | -15.4% | +4.5% | -10.1% |
| 3M | -8.2% | -21.9% | +13.7% | -7.1% |
| 6M | -37.5% | +4.5% | -42.0% | -38.5% |
| YTD | -52.8% | -2.4% | -50.4% | -53.0% |
| 1Y | -58.4% | +57.8% | -116.2% | -58.1% |
| All | -58.4% | +64.8% | -123.2% | -58.1% |
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