+111.5%
MNST vs GGLL
+184.7%
-73.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.6% |
| 7D | +3.2% | -1.3% | +4.5% | +3.3% |
| 30D | +10.6% | -36.3% | +46.8% | +13.3% |
| 3M | +1.3% | -42.7% | +44.0% | +4.4% |
| 6M | +26.2% | -53.1% | +79.3% | +31.3% |
| YTD | +24.8% | -32.1% | +56.9% | +25.7% |
| 1Y | +40.9% | -20.1% | +61.0% | +40.2% |
| 3Y | +72.2% | +151.7% | -79.5% | +46.5% |
| All | +111.5% | +184.7% | -73.1% | +75.0% |
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