-10.8%
MDLN vs GGLL
+5.0%
-15.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +3.7% | -4.8% | +8.5% | +4.4% |
| 30D | -0.2% | -13.7% | +13.5% | +1.8% |
| 3M | +6.2% | -21.9% | +28.1% | +9.8% |
| 6M | -14.7% | +11.7% | -26.3% | -18.0% |
| YTD | -12.9% | +2.3% | -15.2% | -16.7% |
| All | -10.8% | +5.0% | -15.7% | -16.0% |
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 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