+511.7%
MOD vs GGLL
+184.7%
+327.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.5% | -2.8% | -6.0% |
| 7D | -34.2% | -1.3% | -32.9% | -34.2% |
| 30D | -51.9% | -36.3% | -15.6% | -46.1% |
| 3M | -53.0% | -42.7% | -10.4% | -46.1% |
| 6M | -66.4% | -53.1% | -13.3% | -59.9% |
| YTD | -31.5% | -32.1% | +0.5% | -28.4% |
| 1Y | -39.6% | -20.1% | -19.5% | -39.8% |
| 3Y | +116.8% | +151.7% | -34.9% | +48.9% |
| All | +511.7% | +184.7% | +327.1% | +324.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling