+217.5%
GGLL vs BUD
+84.7%
+132.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +11.5% | -1.6% | +13.1% | +12.1% |
| 30D | -31.2% | +6.7% | -37.9% | -32.9% |
| 3M | -28.7% | +5.9% | -34.5% | -30.2% |
| 6M | -47.2% | +5.1% | -52.3% | -48.4% |
| YTD | -24.3% | +32.9% | -57.1% | -31.5% |
| 1Y | -12.0% | +31.8% | -43.8% | -20.4% |
| 3Y | +169.6% | +47.4% | +122.3% | +129.2% |
| All | +217.5% | +84.7% | +132.7% | +115.9% |
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