+188.6%
GGLL vs MDY
+59.7%
+128.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.6% |
| 7D | +3.1% | -1.7% | +4.8% | +5.3% |
| 30D | -36.3% | -0.9% | -35.4% | -35.8% |
| 3M | -40.4% | -5.7% | -34.6% | -36.2% |
| 6M | -54.6% | -2.9% | -51.7% | -53.3% |
| YTD | -31.1% | +9.8% | -41.0% | -39.0% |
| 1Y | -19.2% | +13.5% | -32.7% | -31.1% |
| 3Y | +151.5% | +51.9% | +99.6% | +51.3% |
| All | +188.6% | +59.7% | +128.9% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling