-64.6%
ALB vs GGLL
+210.8%
-275.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -5.8% | +7.7% | -13.4% | -7.4% |
| 30D | -4.5% | -30.2% | +25.7% | +2.9% |
| 3M | -28.1% | -31.3% | +3.2% | -22.5% |
| 6M | -53.2% | -52.1% | -1.1% | -45.6% |
| YTD | -33.3% | -25.9% | -7.5% | -32.6% |
| 1Y | -17.4% | -8.5% | -9.0% | -22.0% |
| 3Y | -14.1% | +165.5% | -179.7% | -45.7% |
| All | -64.6% | +210.8% | -275.3% | -79.4% |
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 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