+242.7%
GGLL vs BG
+20.0%
+222.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -0.7% |
| 7D | +1.9% | +2.4% | -0.5% | +1.5% |
| 30D | -9.7% | +15.0% | -24.8% | -11.7% |
| 3M | -18.0% | -0.7% | -17.4% | -18.0% |
| 6M | +15.3% | +7.5% | +7.8% | +12.6% |
| YTD | +2.2% | +41.6% | -39.4% | -7.8% |
| 1Y | +73.1% | +50.7% | +22.4% | +52.3% |
| 3Y | +242.7% | +20.3% | +222.4% | +192.9% |
| All | +242.7% | +20.0% | +222.7% | +192.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling