-64.1%
ALB vs GGLL
+217.5%
-281.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -2.0% |
| 7D | -3.6% | +11.5% | -15.1% | -6.1% |
| 30D | -2.9% | -31.2% | +28.4% | +5.0% |
| 3M | -25.8% | -28.7% | +2.8% | -20.8% |
| 6M | -53.6% | -47.2% | -6.4% | -47.5% |
| YTD | -32.4% | -24.3% | -8.1% | -32.0% |
| 1Y | -13.0% | -12.0% | -1.0% | -16.9% |
| 3Y | -15.0% | +169.6% | -184.6% | -46.5% |
| All | -64.1% | +217.5% | -281.5% | -79.2% |
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