+188.6%
GGLL vs BWA
+60.7%
+127.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.4% |
| 7D | +3.1% | -5.5% | +8.6% | +5.1% |
| 30D | -36.3% | -21.7% | -14.6% | -30.3% |
| 3M | -40.4% | -25.6% | -14.7% | -33.9% |
| 6M | -54.6% | -17.4% | -37.2% | -52.4% |
| YTD | -31.1% | +9.2% | -40.3% | -37.2% |
| 1Y | -19.2% | +9.7% | -28.9% | -26.6% |
| 3Y | +151.5% | +54.6% | +96.9% | +86.1% |
| All | +188.6% | +60.7% | +127.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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