-7.7%
MDB vs GGLL
-11.6%
+3.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -3.2% |
| 7D | -16.5% | -23.1% | +6.6% | -13.2% |
| 30D | -8.6% | -32.9% | +24.3% | -2.4% |
| 3M | -13.6% | -44.9% | +31.3% | -4.8% |
| 6M | +24.1% | -49.5% | +73.6% | +35.4% |
| YTD | -21.8% | -28.9% | +7.1% | -21.2% |
| 1Y | -7.7% | -12.2% | +4.5% | -9.2% |
| All | -7.7% | -11.6% | +3.9% | -9.2% |
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 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