+321.2%
MOD vs GGLL
+245.5%
+75.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.0% |
| 7D | +9.6% | -4.8% | +14.4% | +11.1% |
| 30D | 0.0% | -13.7% | +13.7% | +4.2% |
| 3M | -35.4% | -21.9% | -13.5% | -31.6% |
| 6M | -7.3% | +11.7% | -18.9% | -15.2% |
| YTD | +45.8% | +2.3% | +43.5% | +36.6% |
| 1Y | +43.1% | +76.2% | -33.0% | +10.8% |
| All | +321.2% | +245.5% | +75.6% | +147.4% |
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 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