-51.8%
MOS vs GGLL
+195.8%
-247.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.6% |
| 7D | +19.7% | +6.3% | +13.3% | +19.1% |
| 30D | +21.5% | -35.1% | +56.6% | +25.0% |
| 3M | -0.4% | -37.7% | +37.3% | +2.6% |
| 6M | +4.5% | -54.1% | +58.6% | +10.0% |
| YTD | -2.9% | -29.4% | +26.5% | -2.1% |
| 1Y | -7.7% | -13.4% | +5.7% | -9.2% |
| 3Y | -25.6% | +158.3% | -184.0% | -39.0% |
| All | -51.8% | +195.8% | -247.6% | -62.4% |
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