+152.1%
BTSG vs GGLL
+80.0%
+72.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -1.0% |
| 7D | +2.7% | -4.8% | +7.5% | +3.0% |
| 30D | -3.6% | -13.7% | +10.1% | -2.9% |
| 3M | +5.8% | -21.9% | +27.7% | +8.8% |
| 6M | +44.7% | +11.7% | +33.1% | +36.3% |
| YTD | +62.2% | +2.3% | +59.9% | +55.1% |
| 1Y | +152.1% | +76.2% | +75.9% | +119.9% |
| All | +152.1% | +80.0% | +72.1% | +119.9% |
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