+90.2%
GGLL vs ADVB
-97.6%
+187.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.5% | +5.0% | -4.3% |
| 7D | -1.3% | -28.0% | +26.7% | -0.6% |
| 30D | -36.3% | -70.2% | +34.0% | -35.2% |
| 3M | -42.7% | -76.1% | +33.4% | -41.7% |
| 6M | -53.1% | -72.3% | +19.2% | -54.4% |
| YTD | -32.1% | -67.5% | +35.4% | -36.2% |
| 1Y | -20.1% | -78.6% | +58.5% | -21.8% |
| All | +90.2% | -97.6% | +187.8% | +139.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling