-12.2%
GGLL vs ADVB
-76.7%
+64.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.5% | +11.1% | +6.5% |
| 7D | -23.1% | -29.5% | +6.4% | -23.2% |
| 30D | -32.9% | -66.9% | +34.0% | -34.0% |
| 3M | -44.9% | -73.7% | +28.8% | -46.0% |
| 6M | -49.5% | -64.8% | +15.2% | -52.0% |
| YTD | -28.9% | -64.0% | +35.1% | -33.1% |
| 1Y | -12.2% | -77.0% | +64.8% | -6.3% |
| All | -12.2% | -76.7% | +64.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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