-42.1%
MOH vs GGLL
+313.5%
-355.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +3.1% |
| 7D | -1.3% | -5.8% | +4.5% | -1.2% |
| 30D | +3.0% | -7.2% | +10.2% | +3.1% |
| 3M | +1.2% | -17.5% | +18.7% | +1.4% |
| 6M | +41.7% | +5.1% | +36.7% | +41.5% |
| YTD | +15.4% | -1.3% | +16.7% | +15.5% |
| 1Y | +11.8% | +60.2% | -48.4% | +12.0% |
| 3Y | -37.5% | +230.8% | -268.3% | -39.7% |
| All | -42.1% | +313.5% | -355.7% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling