-54.6%
GGLL vs BWA
-16.6%
-38.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +1.0% |
| 7D | +3.1% | -5.5% | +8.6% | +3.9% |
| 30D | -36.3% | -21.7% | -14.6% | -35.4% |
| 3M | -40.4% | -25.6% | -14.7% | -40.0% |
| 6M | -54.6% | -17.4% | -37.2% | -55.6% |
| All | -54.6% | -16.6% | -38.0% | -55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling