-15.0%
MP vs GGLL
+80.0%
-95.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | -2.9% | -4.8% | +1.9% | -1.9% |
| 30D | +13.8% | -13.7% | +27.5% | +17.3% |
| 3M | -16.7% | -21.9% | +5.2% | -12.8% |
| 6M | -11.5% | +11.7% | -23.1% | -17.6% |
| YTD | +7.9% | +2.3% | +5.7% | +0.8% |
| 1Y | -15.0% | +76.2% | -91.2% | -38.7% |
| All | -15.0% | +80.0% | -95.0% | -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 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