-20.4%
GGLL vs BTG
+31.1%
-51.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.8% |
| 7D | +5.1% | +13.0% | -7.9% | +2.3% |
| 30D | -35.5% | +1.1% | -36.6% | -35.7% |
| 3M | -39.2% | +5.3% | -44.5% | -39.9% |
| 6M | -54.4% | +1.1% | -55.4% | -54.2% |
| YTD | -29.8% | +19.2% | -49.1% | -35.3% |
| 1Y | -20.4% | +31.5% | -51.9% | -32.3% |
| All | -20.4% | +31.1% | -51.5% | -32.3% |
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 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