-20.1%
GGLL vs ABCL
+127.6%
-147.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -3.0% |
| 7D | -1.3% | -14.9% | +13.6% | +1.1% |
| 30D | -36.3% | -15.4% | -20.9% | -34.6% |
| 3M | -42.7% | +88.0% | -130.7% | -48.4% |
| 6M | -53.1% | +138.8% | -191.9% | -60.3% |
| YTD | -32.1% | +225.4% | -257.5% | -46.6% |
| 1Y | -20.1% | +137.3% | -157.4% | -26.4% |
| All | -20.1% | +127.6% | -147.7% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling