+38.2%
MGY vs GGLL
+309.0%
-270.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.9% | +1.7% |
| 7D | +1.5% | -3.9% | +5.4% | +1.8% |
| 30D | +6.8% | -15.4% | +22.2% | +8.3% |
| 3M | +2.6% | -21.9% | +24.5% | +4.2% |
| 6M | -3.1% | +4.5% | -7.6% | -6.2% |
| YTD | +29.4% | -2.4% | +31.8% | +26.1% |
| 1Y | +22.3% | +57.8% | -35.5% | +9.5% |
| 3Y | +26.6% | +227.2% | -200.7% | -6.5% |
| All | +38.2% | +309.0% | -270.8% | -1.6% |
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 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