-52.3%
ALB vs GGLL
+328.7%
-381.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.9% |
| 7D | -8.1% | -4.8% | -3.3% | -7.0% |
| 30D | +6.3% | -13.7% | +20.0% | +9.9% |
| 3M | -23.6% | -21.9% | -1.7% | -20.0% |
| 6M | -24.6% | +11.7% | -36.3% | -29.7% |
| YTD | -10.3% | +2.3% | -12.5% | -14.7% |
| 1Y | +61.5% | +76.2% | -14.7% | +28.8% |
| 3Y | -34.0% | +245.0% | -279.0% | -60.3% |
| All | -52.3% | +328.7% | -381.0% | -73.9% |
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