+49.3%
MOH vs GGLL
-11.6%
+60.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.5% | +2.4% | +8.2% |
| 7D | +14.3% | -23.1% | +37.4% | +16.7% |
| 30D | +16.7% | -32.9% | +49.6% | +21.0% |
| 3M | +18.3% | -44.9% | +63.2% | +24.7% |
| 6M | +15.8% | -49.5% | +65.3% | +22.0% |
| YTD | +30.5% | -28.9% | +59.4% | +35.2% |
| 1Y | +49.3% | -12.2% | +61.5% | +53.2% |
| All | +49.3% | -11.6% | +60.9% | +53.2% |
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.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling