-18.3%
MKC vs GGLL
-11.6%
-6.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.5% | -1.1% | +5.7% |
| 7D | +9.6% | -23.1% | +32.7% | +8.4% |
| 30D | +12.0% | -32.9% | +44.9% | +10.3% |
| 3M | -2.0% | -44.9% | +42.9% | -4.3% |
| 6M | +7.2% | -49.5% | +56.7% | +3.9% |
| YTD | -23.7% | -28.9% | +5.2% | -23.2% |
| 1Y | -18.3% | -12.2% | -6.1% | -16.8% |
| All | -18.3% | -11.6% | -6.7% | -16.8% |
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