+147.0%
MCK vs GGLL
+328.4%
-181.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.9% | +1.9% | -3.8% | -1.9% |
| 30D | +2.4% | -9.7% | +12.1% | +2.2% |
| 3M | +16.1% | -18.0% | +34.1% | +15.9% |
| 6M | -3.1% | +15.3% | -18.3% | -3.4% |
| YTD | +8.7% | +2.2% | +6.5% | +8.3% |
| 1Y | +28.1% | +73.1% | -45.0% | +28.2% |
| 3Y | +114.1% | +242.7% | -128.6% | +114.7% |
| All | +147.0% | +328.4% | -181.4% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling