+11.2%
MCD vs GGLL
+151.4%
-140.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +8.0% | -1.3% | +9.3% | +8.0% |
| 30D | +19.6% | -36.3% | +55.9% | +20.4% |
| 3M | +2.2% | -42.7% | +44.9% | +3.0% |
| 6M | -1.1% | -53.1% | +51.9% | -0.1% |
| YTD | -7.2% | -32.1% | +24.8% | -7.2% |
| 1Y | -6.7% | -20.1% | +13.4% | -6.9% |
| All | +11.2% | +151.4% | -140.3% | +6.5% |
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