+117.9%
BTSG vs GGLL
-11.6%
+129.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.3% |
| 7D | +17.4% | -23.1% | +40.5% | +18.6% |
| 30D | +12.6% | -32.9% | +45.5% | +14.5% |
| 3M | +11.2% | -44.9% | +56.1% | +13.9% |
| 6M | +30.4% | -49.5% | +79.9% | +37.8% |
| YTD | +86.4% | -28.9% | +115.3% | +79.9% |
| 1Y | +117.9% | -12.2% | +130.1% | +98.8% |
| All | +117.9% | -11.6% | +129.5% | +98.8% |
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 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