-11.7%
MOS vs GGLL
-16.9%
+5.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +3.4% |
| 7D | +22.5% | -1.3% | +23.8% | +22.5% |
| 30D | +6.6% | -36.3% | +42.9% | +6.9% |
| 3M | -3.8% | -42.7% | +38.9% | -3.4% |
| 6M | -2.2% | -53.1% | +50.9% | -1.6% |
| YTD | -4.8% | -32.1% | +27.3% | -5.3% |
| 1Y | -11.7% | -20.1% | +8.4% | -10.0% |
| All | -11.7% | -16.9% | +5.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling