-42.0%
MOH vs GGLL
+166.5%
-208.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +0.2% | +7.7% | -7.4% | +0.1% |
| 30D | +0.1% | -30.2% | +30.4% | +0.6% |
| 3M | +1.8% | -31.3% | +33.1% | +2.3% |
| 6M | +9.1% | -52.1% | +61.2% | +9.2% |
| YTD | +20.7% | -25.9% | +46.6% | +21.6% |
| 1Y | +51.3% | -8.5% | +59.7% | +53.9% |
| 3Y | -42.0% | +165.5% | -207.5% | -40.0% |
| All | -42.0% | +166.5% | -208.5% | -40.0% |
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