+184.7%
GGLL vs ABCL
+6.1%
+178.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +4.9% | -2.9% |
| 7D | -1.3% | -14.9% | +13.6% | +1.3% |
| 30D | -36.3% | -15.4% | -20.9% | -34.4% |
| 3M | -42.7% | +88.0% | -130.7% | -49.5% |
| 6M | -53.1% | +138.8% | -191.9% | -61.2% |
| YTD | -32.1% | +225.4% | -257.5% | -47.7% |
| 1Y | -20.1% | +137.3% | -157.4% | -34.8% |
| 3Y | +151.7% | +136.8% | +14.9% | +87.2% |
| All | +184.7% | +6.1% | +178.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling