+18.0%
MGY vs GGLL
+64.4%
-46.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | +0.5% |
| 7D | +3.5% | -0.3% | +3.9% | +3.5% |
| 30D | +5.3% | -4.0% | +9.2% | +5.0% |
| 3M | +2.6% | -15.5% | +18.2% | +2.0% |
| 6M | -3.3% | +7.6% | -10.9% | -1.6% |
| YTD | +29.2% | +2.0% | +27.3% | +30.9% |
| 1Y | +18.0% | +63.9% | -45.9% | +13.0% |
| All | +18.0% | +64.4% | -46.4% | +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 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