+328.4%
GGLL vs BBIO
+658.2%
-329.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.9% | -2.4% | +4.2% | +2.2% |
| 30D | -9.7% | -11.5% | +1.8% | -8.3% |
| 3M | -18.0% | +11.0% | -29.0% | -19.5% |
| 6M | +15.3% | +14.4% | +0.9% | +12.8% |
| YTD | +2.2% | -2.3% | +4.5% | +1.6% |
| 1Y | +73.1% | +37.7% | +35.4% | +64.7% |
| 3Y | +242.7% | +163.1% | +79.5% | +197.4% |
| All | +328.4% | +658.2% | -329.8% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling