-15.4%
MDLN vs GGLL
+4.9%
-20.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | -1.5% | -9.7% | +8.2% | -0.2% |
| 3M | +2.6% | -18.0% | +20.7% | +5.4% |
| 6M | -20.9% | +15.3% | -36.1% | -24.3% |
| YTD | -17.4% | +2.2% | -19.6% | -21.0% |
| All | -15.4% | +4.9% | -20.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling