+76.2%
GGLL vs BIIB
+55.8%
+20.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.4% |
| 7D | -4.8% | +1.1% | -5.8% | -4.7% |
| 30D | -13.7% | +6.9% | -20.6% | -13.3% |
| 3M | -21.9% | +12.4% | -34.3% | -21.6% |
| 6M | +11.7% | +16.3% | -4.6% | +11.3% |
| YTD | +2.3% | +25.5% | -23.2% | +0.6% |
| 1Y | +76.2% | +57.8% | +18.4% | +68.5% |
| All | +76.2% | +55.8% | +20.4% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 1y: compounded portfolio wealth divided by compounded BIIB 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…
1y analysis · Full analysis span regression · 6 months rolling