-0.2%
MDLN vs GGLL
-28.0%
+27.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +20.0% | +5.1% | +14.9% | +19.3% |
| 30D | +12.8% | -35.5% | +48.3% | +18.5% |
| 3M | +21.0% | -39.2% | +60.2% | +27.8% |
| 6M | +3.5% | -54.4% | +57.9% | +13.4% |
| YTD | -2.6% | -29.8% | +27.3% | -3.2% |
| All | -0.2% | -28.0% | +27.8% | -2.4% |
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