+328.7%
GGLL vs BG
+42.4%
+286.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -2.2% |
| 7D | -4.8% | +2.8% | -7.6% | -5.2% |
| 30D | -13.7% | +12.0% | -25.7% | -15.2% |
| 3M | -21.9% | -7.7% | -14.2% | -21.0% |
| 6M | +11.7% | +4.5% | +7.2% | +9.7% |
| YTD | +2.3% | +35.7% | -33.4% | -5.7% |
| 1Y | +76.2% | +50.1% | +26.1% | +57.8% |
| 3Y | +245.0% | +12.6% | +232.4% | +213.4% |
| All | +328.7% | +42.4% | +286.3% | +279.4% |
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