+313.5%
GGLL vs BTG
+102.0%
+211.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.7% |
| 7D | -5.8% | -5.5% | -0.3% | -4.8% |
| 30D | -7.2% | +6.1% | -13.3% | -8.4% |
| 3M | -17.5% | +38.6% | -56.2% | -23.4% |
| 6M | +5.1% | +0.7% | +4.4% | +3.4% |
| YTD | -1.3% | +20.3% | -21.7% | -7.4% |
| 1Y | +60.2% | +25.0% | +35.2% | +48.1% |
| 3Y | +230.8% | +97.3% | +133.5% | +165.2% |
| All | +313.5% | +102.0% | +211.6% | +210.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling