+92.3%
MRK vs GGLL
+206.6%
-114.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.6% |
| 7D | -2.1% | +2.9% | -5.0% | -2.1% |
| 30D | +1.2% | -33.1% | +34.3% | +1.4% |
| 3M | +13.5% | -31.2% | +44.7% | +13.8% |
| 6M | +34.0% | -49.4% | +83.3% | +34.8% |
| YTD | +42.7% | -26.8% | +69.6% | +42.0% |
| 1Y | +66.6% | -17.7% | +84.3% | +65.4% |
| 3Y | +59.1% | +160.4% | -101.4% | +52.5% |
| All | +92.3% | +206.6% | -114.4% | +89.5% |
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 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