+11.8%
MP vs GGLL
+188.6%
-176.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.6% |
| 7D | -10.5% | +3.1% | -13.6% | -11.2% |
| 30D | -23.5% | -36.3% | +12.8% | -15.9% |
| 3M | -25.4% | -40.4% | +14.9% | -16.9% |
| 6M | -51.3% | -54.6% | +3.4% | -42.8% |
| YTD | -29.9% | -31.1% | +1.2% | -27.3% |
| 1Y | -31.8% | -19.2% | -12.6% | -32.5% |
| 3Y | +127.0% | +151.5% | -24.5% | +49.5% |
| All | +11.8% | +188.6% | -176.8% | -34.2% |
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