+17.1%
ALAB vs GGLL
-19.4%
+36.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.9% |
| 7D | -26.3% | +3.1% | -29.4% | -26.6% |
| 30D | -50.1% | -36.3% | -13.8% | -45.1% |
| 3M | -42.5% | -40.4% | -2.1% | -36.0% |
| 6M | -10.8% | -54.6% | +43.8% | +4.4% |
| YTD | +14.6% | -31.1% | +45.8% | +13.8% |
| 1Y | +17.1% | -19.2% | +36.3% | +7.1% |
| All | +17.1% | -19.4% | +36.5% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling