+107.4%
BTI vs GGLL
+195.8%
-88.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.4% |
| 7D | -2.9% | +6.3% | -9.3% | -3.0% |
| 30D | +8.3% | -35.1% | +43.4% | +9.0% |
| 3M | +2.9% | -37.7% | +40.6% | +3.7% |
| 6M | +6.2% | -54.1% | +60.3% | +7.6% |
| YTD | +10.9% | -29.4% | +40.3% | +11.0% |
| 1Y | +16.6% | -13.4% | +30.0% | +16.2% |
| 3Y | +142.2% | +158.3% | -16.1% | +130.0% |
| All | +107.4% | +195.8% | -88.4% | +100.8% |
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 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