-25.1%
IBIT vs GGLL
-19.4%
-5.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.1% | +3.1% | -4.2% | -1.5% |
| 30D | -9.2% | -36.3% | +27.2% | -4.1% |
| 3M | +17.5% | -40.4% | +57.9% | +24.9% |
| 6M | -7.2% | -54.6% | +47.5% | +2.5% |
| YTD | -13.6% | -31.1% | +17.5% | -13.9% |
| 1Y | -25.1% | -19.2% | -5.9% | -28.0% |
| All | -25.1% | -19.4% | -5.7% | -28.0% |
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