+210.8%
GGLL vs MDY
+63.3%
+147.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +7.7% | +2.3% | +5.4% | +4.7% |
| 30D | -30.2% | +2.0% | -32.2% | -32.2% |
| 3M | -31.3% | -5.6% | -25.6% | -26.5% |
| 6M | -52.1% | +1.3% | -53.4% | -53.2% |
| YTD | -25.9% | +12.3% | -38.2% | -36.1% |
| 1Y | -8.5% | +15.8% | -24.2% | -24.0% |
| 3Y | +165.5% | +56.5% | +109.0% | +53.8% |
| All | +210.8% | +63.3% | +147.4% | +76.3% |
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