+23.0%
MGY vs GGLL
+210.8%
-187.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.7% |
| 7D | +4.5% | +7.7% | -3.2% | +3.9% |
| 30D | -0.4% | -30.2% | +29.8% | +2.0% |
| 3M | -4.3% | -31.3% | +26.9% | -2.1% |
| 6M | -12.9% | -52.1% | +39.2% | -8.1% |
| YTD | +15.2% | -25.9% | +41.0% | +14.0% |
| 1Y | +10.3% | -8.5% | +18.8% | +5.3% |
| 3Y | +23.6% | +165.5% | -141.9% | -7.9% |
| All | +23.0% | +210.8% | -187.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling