-64.0%
ALB vs GGLL
+194.0%
-258.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +5.3% | +5.1% | +0.2% | +4.0% |
| 30D | -6.3% | -35.5% | +29.2% | +2.9% |
| 3M | -27.4% | -39.2% | +11.7% | -19.5% |
| 6M | -53.1% | -54.4% | +1.3% | -44.9% |
| YTD | -32.3% | -29.8% | -2.5% | -30.6% |
| 1Y | -7.3% | -20.4% | +13.1% | -9.2% |
| 3Y | -14.9% | +149.7% | -164.7% | -45.4% |
| All | -64.0% | +194.0% | -258.1% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling