+194.0%
GGLL vs ABCL
+18.8%
+175.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.1% | +2.3% | +2.8% | +4.6% |
| 30D | -35.5% | -0.7% | -34.8% | -35.4% |
| 3M | -39.2% | +33.4% | -72.6% | -42.5% |
| 6M | -54.4% | +137.8% | -192.2% | -62.1% |
| YTD | -29.8% | +264.3% | -294.2% | -47.0% |
| 1Y | -20.4% | +209.2% | -229.6% | -38.0% |
| 3Y | +149.7% | +208.4% | -58.7% | +75.7% |
| All | +194.0% | +18.8% | +175.3% | +170.2% |
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