+194.0%
GGLL vs BUD
+89.6%
+104.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +5.1% | +6.0% | -0.9% | +2.9% |
| 30D | -35.5% | +11.3% | -46.8% | -37.9% |
| 3M | -39.2% | +3.6% | -42.7% | -39.9% |
| 6M | -54.4% | +7.7% | -62.1% | -55.8% |
| YTD | -29.8% | +36.4% | -66.2% | -37.1% |
| 1Y | -20.4% | +37.8% | -58.3% | -29.0% |
| 3Y | +149.7% | +51.2% | +98.5% | +110.5% |
| All | +194.0% | +89.6% | +104.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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