-36.6%
MKC vs GGLL
+188.6%
-225.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.3% |
| 7D | +2.3% | +3.1% | -0.8% | +2.3% |
| 30D | +8.1% | -36.3% | +44.4% | +8.6% |
| 3M | -6.4% | -40.4% | +33.9% | -5.9% |
| 6M | +1.8% | -54.6% | +56.4% | +2.6% |
| YTD | -26.9% | -31.1% | +4.3% | -26.9% |
| 1Y | -21.7% | -19.2% | -2.5% | -22.2% |
| 3Y | -18.7% | +151.5% | -170.3% | -25.7% |
| All | -36.6% | +188.6% | -225.2% | -42.6% |
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