+309.0%
GGLL vs BMRN
-27.6%
+336.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -3.9% | -3.8% | -0.1% | -3.0% |
| 30D | -15.4% | -6.5% | -8.9% | -14.1% |
| 3M | -21.9% | +11.2% | -33.1% | -24.2% |
| 6M | +4.5% | +5.8% | -1.3% | +2.5% |
| YTD | -2.4% | +8.4% | -10.8% | -5.0% |
| 1Y | +57.8% | +15.7% | +42.1% | +50.2% |
| 3Y | +227.2% | -28.6% | +255.8% | +241.5% |
| All | +309.0% | -27.6% | +336.6% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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