+147.0%
ABBV vs GGLL
+210.8%
-63.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +1.3% | +7.7% | -6.4% | +1.3% |
| 30D | +4.7% | -30.2% | +34.9% | +4.4% |
| 3M | +18.3% | -31.3% | +49.6% | +18.0% |
| 6M | +43.4% | -52.1% | +95.5% | +43.3% |
| YTD | +33.0% | -25.9% | +58.8% | +32.2% |
| 1Y | +30.8% | -8.5% | +39.3% | +30.1% |
| 3Y | +135.1% | +165.5% | -30.4% | +129.4% |
| All | +147.0% | +210.8% | -63.8% | +151.5% |
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 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