+20.0%
MCD vs GGLL
+194.0%
-174.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +7.3% | +5.1% | +2.2% | +7.1% |
| 30D | +20.0% | -35.5% | +55.4% | +21.1% |
| 3M | +3.8% | -39.2% | +43.0% | +5.0% |
| 6M | +3.8% | -54.4% | +58.1% | +5.6% |
| YTD | -5.9% | -29.8% | +24.0% | -5.7% |
| 1Y | -3.2% | -20.4% | +17.2% | -3.5% |
| 3Y | +13.3% | +149.7% | -136.5% | +6.2% |
| All | +20.0% | +194.0% | -174.0% | +12.8% |
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 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