+66.8%
MCO vs GGLL
+309.0%
-242.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.7% |
| 7D | -3.1% | -3.9% | +0.7% | -2.5% |
| 30D | -0.5% | -15.4% | +14.8% | +2.0% |
| 3M | +5.7% | -21.9% | +27.6% | +8.9% |
| 6M | +3.0% | +4.5% | -1.5% | -0.1% |
| YTD | -6.5% | -2.4% | -4.1% | -8.3% |
| 1Y | -5.8% | +57.8% | -63.6% | -16.2% |
| 3Y | +43.1% | +227.2% | -184.1% | +0.2% |
| All | +66.8% | +309.0% | -242.2% | +2.1% |
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 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