+328.4%
GGLL vs BR
+8.2%
+320.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.1% |
| 7D | +1.9% | -5.9% | +7.8% | +4.9% |
| 30D | -9.7% | +1.9% | -11.6% | -10.5% |
| 3M | -18.0% | +14.7% | -32.7% | -23.3% |
| 6M | +15.3% | -12.8% | +28.0% | +24.4% |
| YTD | +2.2% | -23.0% | +25.2% | +18.8% |
| 1Y | +73.1% | -31.7% | +104.8% | +116.5% |
| 3Y | +242.7% | -4.8% | +247.5% | +223.1% |
| All | +328.4% | +8.2% | +320.2% | +275.7% |
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 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