+35.7%
MDT vs GGLL
+195.8%
-160.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.8% |
| 7D | +3.5% | +6.3% | -2.8% | +3.2% |
| 30D | +16.2% | -35.1% | +51.3% | +18.8% |
| 3M | +18.9% | -37.7% | +56.6% | +21.7% |
| 6M | +37.3% | -54.1% | +91.4% | +42.8% |
| YTD | +9.7% | -29.4% | +39.2% | +10.4% |
| 1Y | +15.2% | -13.4% | +28.6% | +14.2% |
| 3Y | +61.8% | +158.3% | -96.5% | +40.2% |
| All | +35.7% | +195.8% | -160.1% | +13.0% |
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 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