+188.6%
GGLL vs BR
+22.2%
+166.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.2% |
| 7D | +3.1% | +6.5% | -3.4% | +0.2% |
| 30D | -36.3% | +18.9% | -55.2% | -41.6% |
| 3M | -40.4% | +16.3% | -56.6% | -44.7% |
| 6M | -54.6% | +26.2% | -80.8% | -59.6% |
| YTD | -31.1% | -13.1% | -18.0% | -24.7% |
| 1Y | -19.2% | -10.5% | -8.7% | -13.6% |
| 3Y | +151.5% | +13.3% | +138.2% | +112.5% |
| All | +188.6% | +22.2% | +166.4% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling