+61.0%
IBIT vs GGLL
+120.9%
-59.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -1.1% | +3.1% | -4.2% | -1.6% |
| 30D | -9.2% | -36.3% | +27.2% | -2.2% |
| 3M | +17.5% | -40.4% | +57.9% | +27.8% |
| 6M | -7.2% | -54.6% | +47.5% | +5.2% |
| YTD | -13.6% | -31.1% | +17.5% | -11.4% |
| 1Y | -25.1% | -19.2% | -5.9% | -26.1% |
| All | +61.0% | +120.9% | -59.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling