+246.9%
GGLL vs BR
-1.3%
+248.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -1.2% |
| 7D | -4.8% | -5.3% | +0.5% | -3.1% |
| 30D | -13.7% | +6.4% | -20.1% | -15.3% |
| 3M | -21.9% | +13.6% | -35.5% | -24.7% |
| 6M | +11.7% | -6.7% | +18.4% | +15.6% |
| YTD | +2.3% | -21.1% | +23.4% | +13.9% |
| 1Y | +76.2% | -29.6% | +105.7% | +107.2% |
| All | +246.9% | -1.3% | +248.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling