+35.8%
MDT vs GGLL
+210.8%
-175.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.0% |
| 7D | +1.0% | +7.7% | -6.6% | +0.6% |
| 30D | +9.2% | -30.2% | +39.4% | +11.1% |
| 3M | +14.5% | -31.3% | +45.8% | +16.5% |
| 6M | +37.3% | -52.1% | +89.4% | +42.5% |
| YTD | +9.8% | -25.9% | +35.7% | +10.2% |
| 1Y | +10.5% | -8.5% | +19.0% | +9.3% |
| 3Y | +57.4% | +165.5% | -108.1% | +36.4% |
| All | +35.8% | +210.8% | -175.0% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling