-39.7%
MOH vs GGLL
+226.0%
-265.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -1.1% |
| 7D | -4.2% | -3.9% | -0.3% | -4.2% |
| 30D | -2.4% | -15.4% | +13.0% | -2.3% |
| 3M | -4.4% | -21.9% | +17.5% | -4.4% |
| 6M | +32.9% | +4.5% | +28.4% | +33.3% |
| YTD | +11.9% | -2.4% | +14.3% | +12.2% |
| 1Y | +6.9% | +57.8% | -50.9% | +9.3% |
| All | -39.7% | +226.0% | -265.7% | -38.7% |
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 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