-20.4%
GGLL vs BMRN
+10.0%
-30.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.1% | +2.6% | +2.5% | +4.8% |
| 30D | -35.5% | +4.3% | -39.7% | -35.9% |
| 3M | -39.2% | -17.1% | -22.1% | -37.3% |
| 6M | -54.4% | +5.7% | -60.1% | -55.0% |
| YTD | -29.8% | -3.9% | -26.0% | -29.1% |
| 1Y | -20.4% | +8.5% | -28.9% | -22.0% |
| All | -20.4% | +10.0% | -30.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling