+19.3%
ABT vs GGLL
+172.3%
-153.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.8% |
| 7D | -5.6% | +11.5% | -17.1% | -5.5% |
| 30D | +5.2% | -31.2% | +36.4% | +4.9% |
| 3M | -2.7% | -28.7% | +26.0% | -2.9% |
| 6M | +28.8% | -47.2% | +76.0% | +28.4% |
| YTD | -12.3% | -24.3% | +12.0% | -12.5% |
| 1Y | -14.7% | -12.0% | -2.7% | -14.7% |
| All | +19.3% | +172.3% | -153.0% | +21.5% |
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