+135.9%
MO vs GGLL
+194.0%
-58.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -0.8% | +5.1% | -5.9% | -0.7% |
| 30D | +6.5% | -35.5% | +42.0% | +5.8% |
| 3M | +18.3% | -39.2% | +57.5% | +17.5% |
| 6M | +15.6% | -54.4% | +69.9% | +14.4% |
| YTD | +38.8% | -29.8% | +68.7% | +38.5% |
| 1Y | +41.6% | -20.4% | +62.0% | +41.7% |
| 3Y | +138.2% | +149.7% | -11.5% | +133.3% |
| All | +135.9% | +194.0% | -58.1% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling