+547.4%
BTSG vs GGLL
+120.6%
+426.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +6.0% | +7.7% | -1.6% | +5.3% |
| 30D | +12.4% | -30.2% | +42.6% | +16.0% |
| 3M | +18.2% | -31.3% | +49.5% | +22.0% |
| 6M | +26.0% | -52.1% | +78.1% | +35.5% |
| YTD | +90.1% | -25.9% | +116.0% | +89.3% |
| 1Y | +124.3% | -8.5% | +132.7% | +116.2% |
| All | +547.4% | +120.6% | +426.8% | +429.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling