+43.1%
MOD vs GGLL
+80.0%
-36.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.9% |
| 7D | +9.6% | -4.8% | +14.4% | +10.9% |
| 30D | 0.0% | -13.7% | +13.7% | +3.6% |
| 3M | -35.4% | -21.9% | -13.5% | -31.4% |
| 6M | -7.3% | +11.7% | -18.9% | -17.6% |
| YTD | +45.8% | +2.3% | +43.5% | +32.0% |
| 1Y | +43.1% | +76.2% | -33.0% | +5.4% |
| All | +43.1% | +80.0% | -36.8% | +5.4% |
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