+528.6%
BTSG vs GGLL
+110.0%
+418.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.7% |
| 7D | +4.4% | +6.3% | -2.0% | +3.8% |
| 30D | +8.5% | -35.1% | +43.6% | +12.8% |
| 3M | +10.8% | -37.7% | +48.4% | +15.5% |
| 6M | +26.1% | -54.1% | +80.2% | +36.1% |
| YTD | +84.6% | -29.4% | +114.1% | +84.8% |
| 1Y | +108.7% | -13.4% | +122.1% | +102.4% |
| All | +528.6% | +110.0% | +418.7% | +417.1% |
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