+88.1%
BTI vs GGLL
+328.7%
-240.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.1% |
| 7D | -1.4% | -4.8% | +3.4% | -1.3% |
| 30D | -6.6% | -13.7% | +7.1% | -6.3% |
| 3M | -3.0% | -21.9% | +18.9% | -2.6% |
| 6M | -6.7% | +11.7% | -18.3% | -7.3% |
| YTD | +0.6% | +2.3% | -1.7% | +0.1% |
| 1Y | +5.6% | +76.2% | -70.6% | +4.1% |
| 3Y | +110.3% | +245.0% | -134.7% | +99.3% |
| All | +88.1% | +328.7% | -240.6% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling