+100.5%
MNST vs GGLL
+194.0%
-93.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.9% | +5.1% | -9.0% | -4.2% |
| 30D | +3.9% | -35.5% | +39.4% | +6.4% |
| 3M | -0.8% | -39.2% | +38.3% | +1.9% |
| 6M | +5.1% | -54.4% | +59.5% | +9.6% |
| YTD | +18.3% | -29.8% | +48.1% | +19.0% |
| 1Y | +29.5% | -20.4% | +49.9% | +28.9% |
| 3Y | +64.0% | +149.7% | -85.7% | +40.2% |
| All | +100.5% | +194.0% | -93.5% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling