+71.5%
MRNA vs GGLL
+217.5%
-146.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.5% | -10.5% | -7.7% |
| 7D | -4.2% | +11.5% | -15.7% | -6.4% |
| 30D | +7.0% | -31.2% | +38.2% | +14.6% |
| 3M | +263.4% | -28.7% | +292.0% | +286.5% |
| 6M | +334.3% | -47.2% | +381.5% | +385.3% |
| YTD | +684.5% | -24.3% | +708.8% | +704.3% |
| 1Y | +766.2% | -12.0% | +778.1% | +759.6% |
| 3Y | +230.3% | +169.6% | +60.6% | +142.8% |
| All | +71.5% | +217.5% | -146.0% | +14.1% |
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 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