+189.3%
ALAB vs GGLL
+111.7%
+77.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.5% | -15.1% | -17.9% |
| 7D | -38.2% | -1.3% | -36.9% | -37.7% |
| 30D | -54.0% | -36.3% | -17.7% | -46.0% |
| 3M | -43.6% | -42.7% | -1.0% | -31.9% |
| 6M | -16.8% | -53.1% | +36.3% | +6.5% |
| YTD | +7.9% | -32.1% | +40.0% | +13.6% |
| 1Y | -1.4% | -20.1% | +18.7% | -5.3% |
| All | +189.3% | +111.7% | +77.6% | +51.7% |
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 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