+45.8%
MNST vs GGLL
-11.6%
+57.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.2% | +3.1% |
| 7D | +6.8% | -23.1% | +29.9% | +7.6% |
| 30D | +12.0% | -32.9% | +44.9% | +13.7% |
| 3M | +3.5% | -44.9% | +48.4% | +5.9% |
| 6M | +29.7% | -49.5% | +79.2% | +33.2% |
| YTD | +27.2% | -28.9% | +56.1% | +25.4% |
| 1Y | +45.8% | -12.2% | +58.0% | +44.3% |
| All | +45.8% | -11.6% | +57.4% | +44.3% |
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 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