+328.4%
GGLL vs BTG
+104.6%
+223.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | +1.9% | +4.8% | -2.9% | +0.9% |
| 30D | -9.7% | +8.3% | -18.1% | -11.2% |
| 3M | -18.0% | +32.3% | -50.3% | -23.0% |
| 6M | +15.3% | +3.0% | +12.3% | +13.0% |
| YTD | +2.2% | +21.9% | -19.7% | -4.2% |
| 1Y | +73.1% | +28.2% | +44.9% | +59.3% |
| 3Y | +242.7% | +99.9% | +142.8% | +174.2% |
| All | +328.4% | +104.6% | +223.8% | +220.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling