+141.9%
MOD vs GGLL
+163.2%
-21.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.5% | -28.0% | -23.3% |
| 7D | -31.3% | -23.1% | -8.2% | -27.0% |
| 30D | -46.1% | -32.9% | -13.2% | -40.2% |
| 3M | -51.1% | -44.9% | -6.3% | -42.9% |
| 6M | -62.1% | -49.5% | -12.5% | -55.4% |
| YTD | -26.2% | -28.9% | +2.7% | -24.1% |
| 1Y | -32.6% | -12.2% | -20.4% | -35.4% |
| All | +141.9% | +163.2% | -21.3% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling