+217.5%
GGLL vs ABCL
+10.8%
+206.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.0% |
| 7D | +11.5% | +4.4% | +7.1% | +10.6% |
| 30D | -31.2% | -7.9% | -23.4% | -30.3% |
| 3M | -28.7% | +12.2% | -40.9% | -30.6% |
| 6M | -47.2% | +134.7% | -181.9% | -56.1% |
| YTD | -24.3% | +239.8% | -264.0% | -42.2% |
| 1Y | -12.0% | +192.7% | -204.7% | -30.9% |
| 3Y | +169.6% | +187.6% | -18.0% | +91.8% |
| All | +217.5% | +10.8% | +206.7% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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