+29.6%
IBB vs GGLL
-15.1%
+44.7%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.5% |
| 7D | +1.6% | +11.5% | -9.9% | +0.7% |
| 30D | +6.7% | -31.2% | +37.9% | +9.5% |
| 3M | +6.3% | -28.7% | +35.0% | +8.7% |
| 6M | +23.9% | -47.2% | +71.1% | +30.6% |
| YTD | +26.6% | -24.3% | +50.8% | +23.4% |
| 1Y | +29.6% | -12.0% | +41.6% | +24.1% |
| All | +29.6% | -15.1% | +44.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling