-22.9%
MKC vs GGLL
-16.8%
-6.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.0% |
| 7D | -1.9% | +6.3% | -8.3% | -1.7% |
| 30D | +8.0% | -35.1% | +43.1% | +6.2% |
| 3M | -8.6% | -37.7% | +29.0% | -10.2% |
| 6M | +1.1% | -54.1% | +55.2% | -2.6% |
| YTD | -27.7% | -29.4% | +1.8% | -27.2% |
| All | -22.9% | -16.8% | -6.1% | -22.1% |
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 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