+151.5%
GGLL vs BIIB
-0.5%
+152.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.2% |
| 7D | +3.1% | -2.1% | +5.2% | +3.3% |
| 30D | -36.3% | +11.8% | -48.1% | -37.3% |
| 3M | -40.4% | +20.4% | -60.8% | -41.9% |
| 6M | -54.6% | +30.2% | -84.9% | -56.7% |
| YTD | -31.1% | +41.1% | -72.3% | -36.1% |
| 1Y | -19.2% | +58.4% | -77.6% | -27.3% |
| 3Y | +151.5% | -0.1% | +151.6% | +128.5% |
| All | +151.5% | -0.5% | +152.0% | +128.5% |
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