+14.3%
ABT vs GGLL
+245.5%
-231.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | -3.7% | -4.8% | +1.1% | -3.7% |
| 30D | +2.5% | -13.7% | +16.2% | +2.4% |
| 3M | +20.2% | -21.9% | +42.0% | +20.0% |
| 6M | -2.9% | +11.7% | -14.6% | -3.0% |
| YTD | -11.9% | +2.3% | -14.2% | -12.1% |
| 1Y | -16.5% | +76.2% | -92.7% | -16.2% |
| All | +14.3% | +245.5% | -231.2% | +14.4% |
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