-19.2%
GGLL vs BUD
+36.0%
-55.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +2.1% |
| 7D | +3.1% | +4.5% | -1.4% | +0.8% |
| 30D | -36.3% | +12.5% | -48.8% | -39.9% |
| 3M | -40.4% | 0.0% | -40.3% | -40.5% |
| 6M | -54.6% | +3.8% | -58.4% | -55.9% |
| YTD | -31.1% | +33.1% | -64.2% | -36.9% |
| 1Y | -19.2% | +35.5% | -54.7% | -26.3% |
| All | -19.2% | +36.0% | -55.1% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling