+195.8%
GGLL vs BUD
+87.5%
+108.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | +2.0% |
| 7D | +6.3% | +1.3% | +5.0% | +5.8% |
| 30D | -35.1% | +10.0% | -45.1% | -37.3% |
| 3M | -37.7% | +1.6% | -39.3% | -38.1% |
| 6M | -54.1% | +6.5% | -60.6% | -55.3% |
| YTD | -29.4% | +34.8% | -64.3% | -36.5% |
| 1Y | -13.4% | +36.5% | -49.9% | -22.5% |
| 3Y | +158.3% | +49.0% | +109.4% | +119.0% |
| All | +195.8% | +87.5% | +108.3% | +100.3% |
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