+45.3%
MO vs GGLL
-11.6%
+56.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.5% | -5.1% | +1.6% |
| 7D | +6.9% | -23.1% | +30.0% | +6.0% |
| 30D | +14.9% | -32.9% | +47.8% | +13.9% |
| 3M | +16.4% | -44.9% | +61.3% | +15.2% |
| 6M | +9.6% | -49.5% | +59.1% | +8.3% |
| YTD | +41.8% | -28.9% | +70.7% | +42.8% |
| 1Y | +45.3% | -12.2% | +57.5% | +49.1% |
| All | +45.3% | -11.6% | +56.9% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling