+95.2%
MRK vs GGLL
+328.7%
-233.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | +1.3% | -4.8% | +6.1% | +1.4% |
| 30D | +17.1% | -13.7% | +30.8% | +17.3% |
| 3M | +25.9% | -21.9% | +47.8% | +26.3% |
| 6M | +26.8% | +11.7% | +15.2% | +25.9% |
| YTD | +44.9% | +2.3% | +42.6% | +44.0% |
| 1Y | +84.8% | +76.2% | +8.7% | +81.9% |
| 3Y | +50.1% | +245.0% | -194.9% | +43.8% |
| All | +95.2% | +328.7% | -233.4% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling