+313.5%
GGLL vs BRKR
-1.9%
+315.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | -5.8% | -9.8% | +4.1% | -3.9% |
| 30D | -7.2% | -6.1% | -1.1% | -6.3% |
| 3M | -17.5% | -2.4% | -15.2% | -19.0% |
| 6M | +5.1% | +46.7% | -41.6% | -7.8% |
| YTD | -1.3% | +14.0% | -15.3% | -9.0% |
| 1Y | +60.2% | +76.5% | -16.3% | +32.8% |
| 3Y | +230.8% | -11.7% | +242.5% | +206.0% |
| All | +313.5% | -1.9% | +315.4% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling