+84.8%
MRK vs GGLL
+80.0%
+4.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | +1.3% | -4.8% | +6.1% | +1.3% |
| 30D | +17.1% | -13.7% | +30.8% | +17.1% |
| 3M | +25.9% | -21.9% | +47.8% | +26.3% |
| 6M | +26.8% | +11.7% | +15.2% | +24.2% |
| YTD | +44.9% | +2.3% | +42.6% | +41.9% |
| 1Y | +84.8% | +76.2% | +8.7% | +79.7% |
| All | +84.8% | +80.0% | +4.9% | +79.7% |
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