+72.9%
MA vs GGLL
+151.4%
-78.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.2% |
| 7D | +3.2% | -1.3% | +4.5% | +3.3% |
| 30D | +15.9% | -36.3% | +52.2% | +18.6% |
| 3M | +15.2% | -42.7% | +57.8% | +18.5% |
| 6M | +32.4% | -53.1% | +85.4% | +37.4% |
| YTD | +15.6% | -32.1% | +47.7% | +16.0% |
| 1Y | +19.3% | -20.1% | +39.4% | +17.7% |
| All | +72.9% | +151.4% | -78.5% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling