+27.6%
MCK vs GGLL
-11.6%
+39.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +7.1% |
| 7D | +11.3% | -23.1% | +34.4% | +10.7% |
| 30D | +16.8% | -32.9% | +49.7% | +15.9% |
| 3M | +28.9% | -44.9% | +73.8% | +27.5% |
| 6M | +32.7% | -49.5% | +82.2% | +31.9% |
| YTD | +30.8% | -28.9% | +59.7% | +25.8% |
| 1Y | +27.6% | -12.2% | +39.8% | +19.1% |
| All | +27.6% | -11.6% | +39.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling