+188.6%
GGLL vs BG
+18.9%
+169.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +3.1% | +2.5% | +0.6% | +2.7% |
| 30D | -36.3% | -6.1% | -30.3% | -35.7% |
| 3M | -40.4% | -8.5% | -31.8% | -39.7% |
| 6M | -54.6% | -20.4% | -34.2% | -53.3% |
| YTD | -31.1% | +13.3% | -44.4% | -34.9% |
| 1Y | -19.2% | +7.3% | -26.4% | -22.7% |
| 3Y | +151.5% | +2.6% | +149.0% | +131.1% |
| All | +188.6% | +18.9% | +169.8% | +162.0% |
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