+8.6%
ALB vs GGLL
-11.6%
+20.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +4.6% |
| 7D | -2.1% | -23.1% | +21.1% | +0.2% |
| 30D | -9.0% | -32.9% | +23.9% | -5.8% |
| 3M | -21.1% | -44.9% | +23.8% | -17.0% |
| 6M | -49.9% | -49.5% | -0.4% | -46.9% |
| YTD | -32.3% | -28.9% | -3.4% | -30.6% |
| 1Y | +8.6% | -12.2% | +20.8% | +10.6% |
| All | +8.6% | -11.6% | +20.2% | +10.6% |
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