+194.0%
GGLL vs BWA
+66.1%
+128.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +5.1% | -2.4% | +7.5% | +5.9% |
| 30D | -35.5% | -17.7% | -17.8% | -30.6% |
| 3M | -39.2% | -27.0% | -12.2% | -32.2% |
| 6M | -54.4% | -17.3% | -37.1% | -52.1% |
| YTD | -29.8% | +12.9% | -42.7% | -36.8% |
| 1Y | -20.4% | +12.9% | -33.3% | -28.4% |
| 3Y | +149.7% | +62.1% | +87.6% | +81.2% |
| All | +194.0% | +66.1% | +128.0% | +83.3% |
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 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