Stock and ETF performance explorer

MOD vs GGLL

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
Period	Portfolio	GGLL	Excess	Alpha
1D	-7.3%	-4.5%	-2.8%	-6.3%
7D	-34.2%	-1.3%	-32.9%	-34.1%
30D	-51.9%	-36.3%	-15.6%	-46.7%
3M	-53.0%	-42.7%	-10.4%	-46.8%
6M	-66.4%	-53.1%	-13.3%	-59.7%
YTD	-31.5%	-32.1%	+0.5%	-33.0%
1Y	-39.6%	-20.1%	-19.5%	-45.5%
All	-39.6%	-16.9%	-22.6%	-45.5%

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 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.