+8.5%
BSX vs GGLL
+328.4%
-319.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -6.4% | +1.9% | -8.3% | -6.6% |
| 30D | -8.8% | -9.7% | +1.0% | -8.0% |
| 3M | -7.6% | -18.0% | +10.4% | -6.4% |
| 6M | -37.0% | +15.3% | -52.2% | -38.7% |
| YTD | -52.8% | +2.2% | -55.0% | -53.6% |
| 1Y | -58.4% | +73.1% | -131.5% | -61.5% |
| 3Y | -16.5% | +242.7% | -259.2% | -31.0% |
| All | +8.5% | +328.4% | -319.9% | -12.8% |
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