-32.7%
MKC vs GGLL
+328.4%
-361.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.3% | +1.9% | -6.2% | -4.4% |
| 30D | -2.0% | -9.7% | +7.7% | -1.8% |
| 3M | +10.0% | -18.0% | +28.0% | +10.2% |
| 6M | -18.5% | +15.3% | -33.8% | -18.9% |
| YTD | -22.4% | +2.2% | -24.6% | -22.7% |
| 1Y | -23.6% | +73.1% | -96.7% | -25.5% |
| 3Y | -30.4% | +242.7% | -273.1% | -36.3% |
| All | -32.7% | +328.4% | -361.1% | -39.3% |
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