-12.2%
GGLL vs BBIO
+26.8%
-39.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.3% | +5.4% |
| 7D | -23.1% | +10.0% | -33.1% | -24.6% |
| 30D | -32.9% | +17.8% | -50.7% | -35.2% |
| 3M | -44.9% | -5.1% | -39.8% | -44.4% |
| 6M | -49.5% | +12.9% | -62.4% | -51.7% |
| YTD | -28.9% | +1.8% | -30.7% | -29.7% |
| 1Y | -12.2% | +26.9% | -39.1% | -32.4% |
| All | -12.2% | +26.8% | -39.0% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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