-37.2%
MKC vs GGLL
+195.8%
-233.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | -1.9% | +6.3% | -8.3% | -2.0% |
| 30D | +8.0% | -35.1% | +43.1% | +8.5% |
| 3M | -8.6% | -37.7% | +29.0% | -8.2% |
| 6M | +1.1% | -54.1% | +55.2% | +1.9% |
| YTD | -27.7% | -29.4% | +1.8% | -27.7% |
| 1Y | -23.7% | -13.4% | -10.3% | -24.3% |
| 3Y | -19.4% | +158.3% | -177.7% | -26.3% |
| All | -37.2% | +195.8% | -233.1% | -43.3% |
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 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