+328.7%
GGLL vs BMRN
-25.2%
+353.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -4.8% | +2.9% | -7.7% | -5.4% |
| 30D | -13.7% | +11.0% | -24.7% | -16.0% |
| 3M | -21.9% | +17.8% | -39.7% | -25.2% |
| 6M | +11.7% | +10.1% | +1.6% | +8.5% |
| YTD | +2.3% | +11.9% | -9.7% | -1.2% |
| 1Y | +76.2% | +17.2% | +58.9% | +67.3% |
| 3Y | +245.0% | -28.5% | +273.5% | +260.9% |
| All | +328.7% | -25.2% | +353.9% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling