+37.8%
MGY vs GGLL
+313.5%
-275.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.8% | -5.8% | +7.6% | +2.3% |
| 30D | +6.5% | -7.2% | +13.7% | +7.1% |
| 3M | +0.3% | -17.5% | +17.9% | +1.3% |
| 6M | -2.4% | +5.1% | -7.4% | -5.5% |
| YTD | +29.0% | -1.3% | +30.3% | +25.6% |
| 1Y | +17.0% | +60.2% | -43.2% | +4.6% |
| 3Y | +26.2% | +230.8% | -204.7% | -6.9% |
| All | +37.8% | +313.5% | -275.7% | -2.1% |
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