+92.8%
GGLL vs ADVB
-97.5%
+190.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.3% |
| 7D | +3.1% | -13.9% | +17.0% | +3.4% |
| 30D | -36.3% | -68.1% | +31.8% | -35.3% |
| 3M | -40.4% | -73.4% | +33.0% | -39.4% |
| 6M | -54.6% | -70.8% | +16.2% | -56.0% |
| YTD | -31.1% | -66.1% | +35.0% | -35.4% |
| 1Y | -19.2% | -77.5% | +58.3% | -21.1% |
| All | +92.8% | -97.5% | +190.4% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling