+134.3%
MO vs GGLL
+195.8%
-61.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -1.8% | +6.3% | -8.1% | -1.6% |
| 30D | +5.8% | -35.1% | +40.9% | +5.1% |
| 3M | +12.7% | -37.7% | +50.4% | +11.9% |
| 6M | +14.8% | -54.1% | +68.9% | +13.7% |
| YTD | +37.8% | -29.4% | +67.3% | +37.6% |
| 1Y | +39.5% | -13.4% | +52.9% | +39.7% |
| 3Y | +136.1% | +158.3% | -22.3% | +130.8% |
| All | +134.3% | +195.8% | -61.5% | +138.5% |
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