+188.6%
GGLL vs ABCL
+13.3%
+175.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.3% | +0.2% |
| 7D | +3.1% | -3.2% | +6.3% | +3.5% |
| 30D | -36.3% | -7.4% | -28.9% | -35.5% |
| 3M | -40.4% | +81.9% | -122.3% | -47.1% |
| 6M | -54.6% | +135.7% | -190.3% | -62.3% |
| YTD | -31.1% | +247.4% | -278.5% | -47.6% |
| 1Y | -19.2% | +162.3% | -181.4% | -35.2% |
| 3Y | +151.5% | +165.5% | -13.9% | +82.8% |
| All | +188.6% | +13.3% | +175.4% | +167.4% |
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