+210.8%
GGLL vs BMRN
-35.7%
+246.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +7.7% | +2.1% | +5.5% | +7.2% |
| 30D | -30.2% | +3.8% | -34.0% | -31.0% |
| 3M | -31.3% | -16.5% | -14.8% | -28.5% |
| 6M | -52.1% | +6.9% | -59.0% | -53.4% |
| YTD | -25.9% | -3.7% | -22.2% | -26.0% |
| 1Y | -8.5% | +5.6% | -14.0% | -11.0% |
| 3Y | +165.5% | -31.4% | +196.9% | +178.0% |
| All | +210.8% | -35.7% | +246.4% | +206.6% |
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