+217.5%
GGLL vs BIIB
+28.2%
+189.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +11.5% | +2.7% | +8.8% | +11.0% |
| 30D | -31.2% | +9.4% | -40.7% | -32.5% |
| 3M | -28.7% | +19.9% | -48.6% | -31.1% |
| 6M | -47.2% | +25.6% | -72.8% | -49.9% |
| YTD | -24.3% | +42.3% | -66.6% | -30.7% |
| 1Y | -12.0% | +55.1% | -67.1% | -21.2% |
| 3Y | +169.6% | +11.4% | +158.2% | +153.0% |
| All | +217.5% | +28.2% | +189.3% | +194.4% |
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