+93.8%
MNST vs GGLL
+328.7%
-234.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -6.5% | -4.8% | -1.7% | -6.2% |
| 30D | -7.2% | -13.7% | +6.5% | -6.3% |
| 3M | -1.0% | -21.9% | +20.8% | +0.2% |
| 6M | +11.5% | +11.7% | -0.2% | +9.5% |
| YTD | +14.3% | +2.3% | +12.0% | +12.8% |
| 1Y | +38.1% | +76.2% | -38.1% | +30.4% |
| 3Y | +55.0% | +245.0% | -190.0% | +30.7% |
| All | +93.8% | +328.7% | -234.9% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling