+134.7%
ABBV vs GGLL
+172.3%
-37.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.1% |
| 7D | +2.2% | +11.5% | -9.4% | +2.4% |
| 30D | +8.0% | -31.2% | +39.2% | +7.3% |
| 3M | +19.1% | -28.7% | +47.8% | +18.4% |
| 6M | +43.5% | -47.2% | +90.7% | +42.5% |
| YTD | +32.7% | -24.3% | +57.0% | +31.8% |
| 1Y | +30.0% | -12.0% | +42.0% | +29.5% |
| All | +134.7% | +172.3% | -37.6% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling