+328.7%
GGLL vs BR
+10.9%
+317.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.0% | -0.7% |
| 7D | -4.8% | -5.3% | +0.5% | -2.2% |
| 30D | -13.7% | +6.4% | -20.1% | -16.2% |
| 3M | -21.9% | +13.6% | -35.5% | -26.5% |
| 6M | +11.7% | -6.7% | +18.4% | +16.1% |
| YTD | +2.3% | -21.1% | +23.4% | +17.5% |
| 1Y | +76.2% | -29.6% | +105.7% | +116.9% |
| 3Y | +245.0% | -2.4% | +247.4% | +221.5% |
| All | +328.7% | +10.9% | +317.7% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling