+309.0%
GGLL vs BG
+48.1%
+260.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -15.4% | +10.3% | -25.7% | -16.7% |
| 3M | -21.9% | -1.9% | -20.0% | -21.8% |
| 6M | +4.5% | +5.2% | -0.7% | +2.8% |
| YTD | -2.4% | +41.2% | -43.6% | -10.5% |
| 1Y | +57.8% | +50.5% | +7.3% | +41.8% |
| 3Y | +227.2% | +19.9% | +207.3% | +194.6% |
| All | +309.0% | +48.1% | +260.9% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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