+194.0%
GGLL vs BG
+19.2%
+174.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +5.1% | +5.0% | +0.1% | +4.3% |
| 30D | -35.5% | -3.2% | -32.3% | -35.1% |
| 3M | -39.2% | -11.2% | -28.0% | -38.2% |
| 6M | -54.4% | -19.4% | -34.9% | -53.1% |
| YTD | -29.8% | +13.6% | -43.5% | -33.7% |
| 1Y | -20.4% | +7.3% | -27.7% | -23.9% |
| 3Y | +149.7% | +3.8% | +146.0% | +129.2% |
| All | +194.0% | +19.2% | +174.8% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling