+15.7%
MCD vs GGLL
+210.8%
-195.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -1.6% | +7.7% | -9.3% | -1.8% |
| 30D | +14.1% | -30.2% | +44.3% | +15.0% |
| 3M | +0.6% | -31.3% | +31.9% | +1.4% |
| 6M | 0.0% | -52.1% | +52.1% | +1.7% |
| YTD | -9.3% | -25.9% | +16.6% | -9.3% |
| 1Y | -9.3% | -8.5% | -0.8% | -9.9% |
| 3Y | +8.6% | +165.5% | -156.9% | +1.7% |
| All | +15.7% | +210.8% | -195.1% | +8.6% |
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 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