+171.3%
GGLL vs BBAI
+34.4%
+136.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.0% | +13.5% | +4.2% |
| 7D | +11.5% | -6.8% | +18.3% | +11.9% |
| 30D | -31.2% | -13.4% | -17.8% | -30.8% |
| 3M | -28.7% | -36.5% | +7.8% | -26.8% |
| 6M | -47.2% | -50.6% | +3.4% | -45.0% |
| YTD | -24.3% | -61.7% | +37.4% | -20.6% |
| 1Y | -12.0% | -71.1% | +59.1% | -6.6% |
| All | +171.3% | +34.4% | +136.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 3y: compounded portfolio wealth divided by compounded BBAI 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…
3y analysis · Full analysis span regression · 6 months rolling