+144.8%
MCK vs GGLL
+327.4%
-182.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | +0.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +0.4% | -4.0% | +4.4% | +0.4% |
| 3M | +12.1% | -15.5% | +27.6% | +11.9% |
| 6M | -5.4% | +7.6% | -13.0% | -5.8% |
| YTD | +7.8% | +2.0% | +5.8% | +7.4% |
| 1Y | +22.9% | +63.9% | -41.0% | +23.0% |
| 3Y | +110.7% | +239.7% | -128.9% | +111.4% |
| All | +144.8% | +327.4% | -182.5% | +162.0% |
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