+22.5%
MA vs GGLL
-11.6%
+34.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +3.9% |
| 7D | +10.2% | -23.1% | +33.3% | +10.3% |
| 30D | +19.3% | -32.9% | +52.2% | +19.9% |
| 3M | +18.0% | -44.9% | +62.8% | +19.0% |
| 6M | +33.7% | -49.5% | +83.2% | +34.6% |
| YTD | +18.6% | -28.9% | +47.5% | +17.0% |
| 1Y | +22.5% | -12.2% | +34.7% | +18.6% |
| All | +22.5% | -11.6% | +34.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling