+144.7%
MCK vs GGLL
+313.5%
-168.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | -4.4% | -5.8% | +1.4% | -4.5% |
| 30D | -2.2% | -7.2% | +5.0% | -2.3% |
| 3M | +11.6% | -17.5% | +29.1% | +11.3% |
| 6M | -4.9% | +5.1% | -10.0% | -5.3% |
| YTD | +7.7% | -1.3% | +9.0% | +7.3% |
| 1Y | +25.2% | +60.2% | -35.0% | +25.2% |
| 3Y | +112.1% | +230.8% | -118.7% | +112.7% |
| All | +144.7% | +313.5% | -168.9% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling