+15.2%
MP vs GGLL
+194.0%
-178.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -3.6% | +5.1% | -8.7% | -4.8% |
| 30D | -21.0% | -35.5% | +14.5% | -13.3% |
| 3M | -33.3% | -39.2% | +5.9% | -26.0% |
| 6M | -45.9% | -54.4% | +8.4% | -36.5% |
| YTD | -27.8% | -29.8% | +2.0% | -25.4% |
| 1Y | -43.2% | -20.4% | -22.8% | -43.5% |
| 3Y | +144.0% | +149.7% | -5.7% | +61.7% |
| All | +15.2% | +194.0% | -178.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling