+15.2%
ABT vs GGLL
+195.8%
-180.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | +0.3% | +6.3% | -6.0% | +0.1% |
| 30D | +11.6% | -35.1% | +46.7% | +12.9% |
| 3M | +3.1% | -37.7% | +40.8% | +4.4% |
| 6M | +32.8% | -54.1% | +86.9% | +35.6% |
| YTD | -9.6% | -29.4% | +19.8% | -9.6% |
| 1Y | -10.4% | -13.4% | +3.0% | -11.2% |
| 3Y | +25.8% | +158.3% | -132.5% | +11.2% |
| All | +15.2% | +195.8% | -180.6% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling