+113.4%
ABBV vs GGLL
+328.7%
-215.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.5% |
| 7D | +0.4% | -4.8% | +5.2% | +0.4% |
| 30D | +4.2% | -13.7% | +17.9% | +4.1% |
| 3M | +14.8% | -21.9% | +36.7% | +14.8% |
| 6M | +10.3% | +11.7% | -1.4% | +9.9% |
| YTD | +14.9% | +2.3% | +12.6% | +14.5% |
| 1Y | +24.1% | +76.2% | -52.0% | +23.8% |
| 3Y | +91.9% | +245.0% | -153.1% | +87.9% |
| All | +113.4% | +328.7% | -215.3% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling