+328.7%
GGLL vs BWA
+122.3%
+206.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -3.3% |
| 7D | -4.8% | +5.7% | -10.4% | -6.6% |
| 30D | -13.7% | +1.4% | -15.1% | -14.3% |
| 3M | -21.9% | -12.1% | -9.8% | -18.7% |
| 6M | +11.7% | +28.6% | -16.9% | -0.1% |
| YTD | +2.3% | +51.1% | -48.8% | -16.9% |
| 1Y | +76.2% | +55.9% | +20.3% | +40.6% |
| 3Y | +245.0% | +70.1% | +174.9% | +154.6% |
| All | +328.7% | +122.3% | +206.3% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling