+191.2%
MKSI vs GGLL
+229.6%
-38.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.7% |
| 7D | +4.9% | -5.8% | +10.7% | +7.0% |
| 30D | -11.0% | -7.2% | -3.8% | -9.0% |
| 3M | -17.1% | -17.5% | +0.5% | -13.4% |
| 6M | +16.4% | +5.1% | +11.4% | +7.5% |
| YTD | +64.3% | -1.3% | +65.6% | +54.4% |
| 1Y | +137.7% | +60.2% | +77.5% | +81.1% |
| All | +191.2% | +229.6% | -38.3% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling