-12.0%
GGLL vs ADVB
-61.6%
+49.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +42.7% | -39.1% | +3.4% |
| 7D | +11.5% | +74.2% | -62.7% | +11.4% |
| 30D | -31.2% | -35.9% | +4.6% | -32.2% |
| 3M | -28.7% | -56.4% | +27.8% | -30.2% |
| 6M | -47.2% | -36.7% | -10.5% | -50.1% |
| YTD | -24.3% | -43.3% | +19.1% | -28.9% |
| 1Y | -12.0% | -63.4% | +51.4% | -3.3% |
| All | -12.0% | -61.6% | +49.6% | -3.3% |
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