+11.8%
MGY vs GGLL
+80.0%
-68.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.7% |
| 7D | +2.1% | -4.8% | +6.9% | +1.7% |
| 30D | +13.8% | -13.7% | +27.5% | +12.4% |
| 3M | -4.3% | -21.9% | +17.6% | -5.5% |
| 6M | -5.1% | +11.7% | -16.7% | -3.3% |
| YTD | +24.8% | +2.3% | +22.5% | +26.6% |
| 1Y | +11.8% | +76.2% | -64.4% | +10.6% |
| All | +11.8% | +80.0% | -68.2% | +10.6% |
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