+328.7%
GGLL vs BUD
+77.0%
+251.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -13.7% | -5.7% | -8.0% | -11.9% |
| 3M | -21.9% | +3.1% | -25.0% | -22.9% |
| 6M | +11.7% | +7.9% | +3.8% | +8.1% |
| YTD | +2.3% | +27.3% | -25.1% | -6.0% |
| 1Y | +76.2% | +37.8% | +38.4% | +57.4% |
| 3Y | +245.0% | +49.8% | +195.1% | +187.8% |
| All | +328.7% | +77.0% | +251.7% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling