-8.5%
GGLL vs BR
-11.4%
+3.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | +7.7% | +1.1% | +6.6% | +7.5% |
| 30D | -30.2% | +14.4% | -44.6% | -31.7% |
| 3M | -31.3% | +12.4% | -43.7% | -32.3% |
| 6M | -52.1% | +35.4% | -87.5% | -53.0% |
| YTD | -25.9% | -12.2% | -13.7% | -20.5% |
| 1Y | -8.5% | -12.7% | +4.3% | -2.2% |
| All | -8.5% | -11.4% | +3.0% | -2.2% |
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