+14.6%
ABT vs GGLL
+188.6%
-174.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.3% |
| 7D | +3.5% | +3.1% | +0.4% | +3.4% |
| 30D | +12.0% | -36.3% | +48.4% | +13.4% |
| 3M | +2.5% | -40.4% | +42.8% | +3.8% |
| 6M | +29.1% | -54.6% | +83.7% | +31.8% |
| YTD | -10.1% | -31.1% | +21.1% | -10.0% |
| 1Y | -9.8% | -19.2% | +9.4% | -10.4% |
| 3Y | +23.3% | +151.5% | -128.3% | +9.0% |
| All | +14.6% | +188.6% | -174.0% | -3.1% |
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