+452.1%
BTSG vs GGLL
+204.3%
+247.8%
-35.6%
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% | -0.9% |
| 7D | +2.7% | -4.8% | +7.5% | +3.2% |
| 30D | -3.6% | -13.7% | +10.1% | -2.2% |
| 3M | +5.8% | -21.9% | +27.7% | +8.2% |
| 6M | +44.7% | +11.7% | +33.1% | +38.8% |
| YTD | +62.2% | +2.3% | +59.9% | +57.2% |
| 1Y | +152.1% | +76.2% | +75.9% | +125.4% |
| All | +452.1% | +204.3% | +247.8% | +340.1% |
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