+24.9%
MGY vs GGLL
+247.9%
-223.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +10.1% | -9.7% | +19.9% | +10.6% |
| 3M | -1.5% | -18.0% | +16.6% | -0.7% |
| 6M | -4.9% | +15.3% | -20.2% | -8.0% |
| YTD | +27.7% | +2.2% | +25.5% | +24.9% |
| 1Y | +20.1% | +73.1% | -53.0% | +8.7% |
| 3Y | +24.9% | +242.7% | -217.8% | +0.4% |
| All | +24.9% | +247.9% | -223.1% | +0.4% |
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