+206.6%
GGLL vs BUD
+85.2%
+121.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | -33.1% | +7.4% | -40.5% | -34.9% |
| 3M | -31.2% | +4.3% | -35.5% | -32.3% |
| 6M | -49.4% | +5.3% | -54.6% | -50.5% |
| YTD | -26.8% | +33.2% | -60.1% | -33.9% |
| 1Y | -17.7% | +31.8% | -49.5% | -25.5% |
| 3Y | +160.4% | +47.8% | +112.6% | +121.1% |
| All | +206.6% | +85.2% | +121.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling