+70.4%
MNST vs GGLL
+151.4%
-81.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.7% |
| 7D | +3.2% | -1.3% | +4.5% | +3.2% |
| 30D | +10.6% | -36.3% | +46.8% | +12.0% |
| 3M | +1.3% | -42.7% | +44.0% | +2.9% |
| 6M | +26.2% | -53.1% | +79.3% | +28.8% |
| YTD | +24.8% | -32.1% | +56.9% | +25.2% |
| 1Y | +40.9% | -20.1% | +61.0% | +40.7% |
| All | +70.4% | +151.4% | -81.0% | +60.4% |
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 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