+328.7%
GGLL vs ABCL
+9.0%
+319.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | -13.7% | +93.1% | -106.8% | -24.3% |
| 3M | -21.9% | +79.4% | -101.3% | -31.2% |
| 6M | +11.7% | +214.9% | -203.2% | -12.2% |
| YTD | +2.3% | +234.2% | -231.9% | -21.5% |
| 1Y | +76.2% | +174.8% | -98.6% | +39.0% |
| 3Y | +245.0% | +104.5% | +140.5% | +165.5% |
| All | +328.7% | +9.0% | +319.7% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling