+171.3%
GGLL vs BWA
+64.3%
+107.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.7% |
| 7D | +11.5% | +7.3% | +4.2% | +9.0% |
| 30D | -31.2% | -15.8% | -15.4% | -27.3% |
| 3M | -28.7% | -25.7% | -2.9% | -22.1% |
| 6M | -47.2% | -19.6% | -27.6% | -44.5% |
| YTD | -24.3% | +14.1% | -38.3% | -31.6% |
| 1Y | -12.0% | +12.2% | -24.1% | -20.1% |
| All | +171.3% | +64.3% | +107.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling