+210.8%
GGLL vs BTG
+85.0%
+125.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +7.7% | -9.1% | +16.7% | +9.6% |
| 30D | -30.2% | -1.6% | -28.6% | -30.0% |
| 3M | -31.3% | -2.8% | -28.5% | -31.1% |
| 6M | -52.1% | -7.6% | -44.5% | -51.7% |
| YTD | -25.9% | +10.2% | -36.1% | -29.3% |
| 1Y | -8.5% | +21.3% | -29.7% | -14.7% |
| 3Y | +165.5% | +82.7% | +82.9% | +115.7% |
| All | +210.8% | +85.0% | +125.8% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling