+105.7%
MA vs GGLL
+194.0%
-88.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +1.8% | +5.1% | -3.3% | +1.3% |
| 30D | +11.8% | -35.5% | +47.3% | +15.9% |
| 3M | +17.2% | -39.2% | +56.3% | +21.9% |
| 6M | +33.4% | -54.4% | +87.8% | +42.1% |
| YTD | +16.1% | -29.8% | +46.0% | +16.8% |
| 1Y | +19.9% | -20.4% | +40.3% | +18.3% |
| 3Y | +70.1% | +149.7% | -79.7% | +32.6% |
| All | +105.7% | +194.0% | -88.4% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling