-44.8%
MP vs GGLL
-18.8%
-26.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.7% |
| 7D | -10.5% | +3.1% | -13.6% | -11.0% |
| 30D | -23.5% | -36.3% | +12.8% | -17.4% |
| 3M | -25.4% | -40.4% | +14.9% | -18.7% |
| 6M | -51.3% | -54.6% | +3.4% | -43.7% |
| YTD | -29.9% | -31.1% | +1.2% | -31.0% |
| All | -44.8% | -18.8% | -26.0% | -49.0% |
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