-38.5%
MKC vs GGLL
+206.6%
-245.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.4% |
| 7D | -7.0% | +2.9% | -9.9% | -7.0% |
| 30D | +4.1% | -33.1% | +37.2% | +4.5% |
| 3M | -10.3% | -31.2% | +20.9% | -10.0% |
| 6M | +1.7% | -49.4% | +51.0% | +2.4% |
| YTD | -29.1% | -26.8% | -2.3% | -29.1% |
| 1Y | -26.0% | -17.7% | -8.3% | -26.4% |
| 3Y | -21.5% | +160.4% | -181.9% | -28.1% |
| All | -38.5% | +206.6% | -245.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling