+244.6%
GGLL vs BIIB
-18.0%
+262.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | -4.8% | +1.1% | -5.8% | -4.9% |
| 30D | -13.7% | +6.9% | -20.6% | -14.5% |
| 3M | -21.9% | +12.4% | -34.3% | -23.9% |
| 6M | +11.7% | +16.3% | -4.6% | +7.5% |
| YTD | +2.3% | +25.5% | -23.2% | -4.1% |
| 1Y | +76.2% | +57.8% | +18.4% | +54.1% |
| All | +244.6% | -18.0% | +262.6% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling