+23.9%
BTI vs GGLL
-11.6%
+35.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +3.2% |
| 7D | +5.3% | -23.1% | +28.4% | +5.8% |
| 30D | +19.1% | -32.9% | +52.0% | +20.2% |
| 3M | +6.5% | -44.9% | +51.4% | +8.3% |
| 6M | +9.4% | -49.5% | +58.9% | +11.8% |
| YTD | +14.4% | -28.9% | +43.3% | +13.0% |
| 1Y | +23.9% | -12.2% | +36.1% | +20.5% |
| All | +23.9% | -11.6% | +35.5% | +20.5% |
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