+102.2%
MNST vs GGLL
+188.6%
-86.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.5% |
| 7D | -3.4% | +3.1% | -6.5% | -3.6% |
| 30D | +6.6% | -36.3% | +43.0% | +9.3% |
| 3M | -2.9% | -40.4% | +37.5% | -0.1% |
| 6M | +18.4% | -54.6% | +73.1% | +23.5% |
| YTD | +19.3% | -31.1% | +50.4% | +20.1% |
| 1Y | +37.9% | -19.2% | +57.1% | +37.1% |
| 3Y | +62.9% | +151.5% | -88.7% | +38.8% |
| All | +102.2% | +188.6% | -86.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling