-14.4%
BSX vs GGLL
+153.6%
-168.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.8% |
| 7D | -0.7% | +6.3% | -7.0% | -1.1% |
| 30D | +3.0% | -35.1% | +38.1% | +6.2% |
| 3M | -10.7% | -37.7% | +26.9% | -7.8% |
| 6M | -18.4% | -54.1% | +35.7% | -13.9% |
| YTD | -53.8% | -29.4% | -24.4% | -53.4% |
| 1Y | -56.0% | -13.4% | -42.6% | -56.5% |
| 3Y | -14.4% | +158.3% | -172.7% | -24.3% |
| All | -14.4% | +153.6% | -168.0% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling