+107.0%
ABBV vs GGLL
+328.4%
-221.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | +1.9% | -6.2% | -4.3% |
| 30D | +1.1% | -9.7% | +10.9% | +1.0% |
| 3M | +12.3% | -18.0% | +30.3% | +12.3% |
| 6M | +9.8% | +15.3% | -5.5% | +9.4% |
| YTD | +11.5% | +2.2% | +9.3% | +11.1% |
| 1Y | +22.3% | +73.1% | -50.8% | +21.9% |
| 3Y | +85.2% | +242.7% | -157.5% | +81.3% |
| All | +107.0% | +328.4% | -221.4% | +111.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling