+328.4%
GGLL vs BIIB
+8.7%
+319.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.6% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | -9.7% | +2.2% | -11.9% | -10.1% |
| 3M | -18.0% | +10.3% | -28.3% | -20.2% |
| 6M | +15.3% | +14.9% | +0.3% | +10.7% |
| YTD | +2.2% | +20.7% | -18.5% | -3.5% |
| 1Y | +73.1% | +50.3% | +22.7% | +54.3% |
| 3Y | +242.7% | -18.0% | +260.6% | +243.0% |
| All | +328.4% | +8.7% | +319.6% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling