+30.0%
MDT vs GGLL
+253.9%
-223.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.2% |
| 7D | +3.2% | -4.8% | +8.0% | +3.4% |
| 30D | +9.5% | -13.7% | +23.2% | +10.1% |
| 3M | +16.0% | -21.9% | +37.8% | +16.8% |
| 6M | +0.2% | +11.7% | -11.5% | -0.6% |
| YTD | -0.3% | +2.3% | -2.6% | -0.9% |
| 1Y | +4.7% | +76.2% | -71.5% | +2.2% |
| All | +30.0% | +253.9% | -223.9% | +19.2% |
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