+42.7%
MKSI vs GGLL
-11.6%
+54.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.5% | -11.5% | -6.3% |
| 7D | -10.7% | -23.1% | +12.4% | -6.5% |
| 30D | -30.5% | -32.9% | +2.4% | -24.9% |
| 3M | -39.2% | -44.9% | +5.7% | -31.3% |
| 6M | -33.0% | -49.5% | +16.5% | -22.9% |
| YTD | +22.3% | -28.9% | +51.2% | +18.1% |
| 1Y | +42.7% | -12.2% | +54.9% | +27.4% |
| All | +42.7% | -11.6% | +54.3% | +27.4% |
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 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