-12.2%
GGLL vs BTG
+24.4%
-36.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.7% | -2.2% | +4.6% |
| 7D | -23.1% | -0.2% | -22.9% | -23.0% |
| 30D | -32.9% | -0.8% | -32.1% | -32.8% |
| 3M | -44.9% | +31.8% | -76.7% | -48.1% |
| 6M | -49.5% | +20.4% | -69.9% | -51.6% |
| YTD | -28.9% | +14.7% | -43.6% | -33.8% |
| 1Y | -12.2% | +29.4% | -41.5% | -24.5% |
| All | -12.2% | +24.4% | -36.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling