+327.4%
GGLL vs BRKR
-2.1%
+329.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | -0.3% | -8.7% | +8.4% | +1.4% |
| 30D | -4.0% | -9.9% | +5.9% | -2.2% |
| 3M | -15.5% | -3.1% | -12.4% | -16.8% |
| 6M | +7.6% | +45.5% | -37.9% | -5.4% |
| YTD | +2.0% | +13.7% | -11.7% | -5.9% |
| 1Y | +63.9% | +67.4% | -3.5% | +37.6% |
| 3Y | +239.7% | -13.2% | +252.9% | +216.5% |
| All | +327.4% | -2.1% | +329.5% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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