-52.8%
MOS vs GGLL
+184.7%
-237.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +3.6% |
| 7D | +22.5% | -1.3% | +23.8% | +22.6% |
| 30D | +6.6% | -36.3% | +42.9% | +9.9% |
| 3M | -3.8% | -42.7% | +38.9% | -0.2% |
| 6M | -2.2% | -53.1% | +50.9% | +2.7% |
| YTD | -4.8% | -32.1% | +27.3% | -3.7% |
| 1Y | -11.7% | -20.1% | +8.4% | -12.5% |
| 3Y | -26.5% | +151.7% | -178.2% | -39.7% |
| All | -52.8% | +184.7% | -237.4% | -63.1% |
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