+186.4%
GGLL vs ADVB
-88.3%
+274.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -4.8% | -3.8% | -1.0% | -4.7% |
| 30D | -13.7% | +17.6% | -31.3% | -13.9% |
| 3M | -21.9% | +119.1% | -141.0% | -27.8% |
| 6M | +11.7% | +103.4% | -91.7% | +1.1% |
| YTD | +2.3% | +59.8% | -57.6% | -5.8% |
| 1Y | +76.2% | +8.5% | +67.6% | +64.7% |
| All | +186.4% | -88.3% | +274.7% | +253.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling