+207.4%
ALAB vs GGLL
+114.6%
+92.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.7% |
| 7D | -26.3% | +3.1% | -29.4% | -27.0% |
| 30D | -50.1% | -36.3% | -13.8% | -41.4% |
| 3M | -42.5% | -40.4% | -2.1% | -31.5% |
| 6M | -10.8% | -54.6% | +43.8% | +16.0% |
| YTD | +14.6% | -31.1% | +45.8% | +20.1% |
| 1Y | +17.1% | -19.2% | +36.3% | +12.0% |
| All | +207.4% | +114.6% | +92.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling