-12.2%
GGLL vs BR
-14.2%
+2.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +6.2% |
| 7D | -23.1% | +7.0% | -30.1% | -23.6% |
| 30D | -32.9% | +19.0% | -51.9% | -34.5% |
| 3M | -44.9% | +13.1% | -58.0% | -45.6% |
| 6M | -49.5% | +24.6% | -74.2% | -49.9% |
| YTD | -28.9% | -13.6% | -15.3% | -28.8% |
| 1Y | -12.2% | -13.1% | +0.9% | -7.6% |
| All | -12.2% | -14.2% | +2.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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