+194.0%
GGLL vs BTG
+100.1%
+94.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.7% |
| 7D | +5.1% | +13.0% | -7.9% | +2.4% |
| 30D | -35.5% | +1.1% | -36.6% | -35.7% |
| 3M | -39.2% | +5.3% | -44.5% | -40.0% |
| 6M | -54.4% | +1.1% | -55.4% | -54.9% |
| YTD | -29.8% | +19.2% | -49.1% | -34.1% |
| 1Y | -20.4% | +31.5% | -51.9% | -27.0% |
| 3Y | +149.7% | +94.3% | +55.4% | +100.8% |
| All | +194.0% | +100.1% | +94.0% | +120.7% |
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