-38.5%
MKC vs GGLL
+210.8%
-249.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | -3.0% | +7.7% | -10.6% | -3.1% |
| 30D | +4.8% | -30.2% | +35.0% | +5.2% |
| 3M | -12.8% | -31.3% | +18.4% | -12.5% |
| 6M | +5.0% | -52.1% | +57.1% | +5.8% |
| YTD | -29.1% | -25.9% | -3.2% | -29.1% |
| 1Y | -26.4% | -8.5% | -17.9% | -27.0% |
| 3Y | -21.6% | +165.5% | -187.2% | -28.3% |
| All | -38.5% | +210.8% | -249.2% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling