+328.4%
GGLL vs MDY
+66.4%
+262.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | +1.9% | +1.0% | +0.8% | +0.6% |
| 30D | -9.7% | -3.1% | -6.6% | -6.2% |
| 3M | -18.0% | +1.8% | -19.9% | -20.0% |
| 6M | +15.3% | +10.8% | +4.5% | +2.1% |
| YTD | +2.2% | +14.4% | -12.2% | -13.6% |
| 1Y | +73.1% | +15.2% | +57.9% | +45.4% |
| 3Y | +242.7% | +51.2% | +191.5% | +108.6% |
| All | +328.4% | +66.4% | +262.0% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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