+327.4%
GGLL vs BBIO
+634.7%
-307.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -4.0% | -13.6% | +9.6% | -2.2% |
| 3M | -15.5% | +7.2% | -22.8% | -16.7% |
| 6M | +7.6% | +1.5% | +6.1% | +7.0% |
| YTD | +2.0% | -5.3% | +7.3% | +1.8% |
| 1Y | +63.9% | +37.7% | +26.2% | +56.1% |
| 3Y | +239.7% | +153.9% | +85.7% | +196.0% |
| All | +327.4% | +634.7% | -307.3% | +190.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling