+77.6%
MAS vs GGLL
+184.7%
-107.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.0% | -2.9% |
| 7D | +4.6% | -1.3% | +5.8% | +4.7% |
| 30D | +19.9% | -36.3% | +56.1% | +25.2% |
| 3M | +8.9% | -42.7% | +51.6% | +15.0% |
| 6M | +20.2% | -53.1% | +73.2% | +29.3% |
| YTD | +33.9% | -32.1% | +66.0% | +36.0% |
| 1Y | +34.7% | -20.1% | +54.7% | +33.2% |
| 3Y | +60.4% | +151.7% | -91.3% | +18.3% |
| All | +77.6% | +184.7% | -107.0% | +24.7% |
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