+19.9%
MDT vs GGLL
-11.6%
+31.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +5.9% |
| 7D | +10.7% | -23.1% | +33.8% | +11.6% |
| 30D | +19.3% | -32.9% | +52.2% | +21.1% |
| 3M | +22.8% | -44.9% | +67.6% | +26.0% |
| 6M | +36.4% | -49.5% | +85.9% | +40.5% |
| YTD | +12.1% | -28.9% | +41.0% | +11.4% |
| 1Y | +19.9% | -12.2% | +32.1% | +17.8% |
| All | +19.9% | -11.6% | +31.5% | +17.8% |
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