+589.9%
MOD vs GGLL
+194.0%
+395.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -17.8% | +5.1% | -22.9% | -19.3% |
| 30D | -43.2% | -35.5% | -7.7% | -36.6% |
| 3M | -46.0% | -39.2% | -6.9% | -39.1% |
| 6M | -62.2% | -54.4% | -7.9% | -54.5% |
| YTD | -22.8% | -29.8% | +7.0% | -19.9% |
| 1Y | -35.5% | -20.4% | -15.1% | -35.5% |
| 3Y | +128.2% | +149.7% | -21.5% | +57.0% |
| All | +589.9% | +194.0% | +395.9% | +375.1% |
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 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