+57.8%
GGLL vs BIIB
+49.3%
+8.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.6% |
| 7D | -3.9% | -5.4% | +1.5% | -4.2% |
| 30D | -15.4% | +1.7% | -17.1% | -15.2% |
| 3M | -21.9% | +5.8% | -27.7% | -21.7% |
| 6M | +4.5% | +11.9% | -7.4% | +4.0% |
| YTD | -2.4% | +19.7% | -22.2% | -4.0% |
| 1Y | +57.8% | +46.7% | +11.0% | +53.4% |
| All | +57.8% | +49.3% | +8.5% | +53.4% |
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 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