+195.8%
GGLL vs BTG
+114.0%
+81.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.4% |
| 7D | +6.3% | +19.1% | -12.7% | +2.6% |
| 30D | -35.1% | +8.2% | -43.3% | -36.1% |
| 3M | -37.7% | +13.3% | -51.0% | -39.4% |
| 6M | -54.1% | +8.1% | -62.2% | -55.2% |
| YTD | -29.4% | +27.5% | -56.9% | -34.6% |
| 1Y | -13.4% | +47.1% | -60.5% | -22.3% |
| 3Y | +158.3% | +105.8% | +52.5% | +105.5% |
| All | +195.8% | +114.0% | +81.8% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling