+9.5%
MGY vs GGLL
-11.6%
+21.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.5% | -11.7% | -4.6% |
| 7D | -12.1% | -23.1% | +11.0% | -13.9% |
| 30D | -2.6% | -32.9% | +30.3% | -6.1% |
| 3M | -4.2% | -44.9% | +40.6% | -9.4% |
| 6M | -23.9% | -49.5% | +25.6% | -28.1% |
| YTD | +8.8% | -28.9% | +37.7% | +8.2% |
| 1Y | +9.5% | -12.2% | +21.7% | +9.5% |
| All | +9.5% | -11.6% | +21.1% | +9.5% |
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