+462.0%
MRNA vs GGLL
+60.5%
+401.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -8.2% | -5.8% | -2.5% | -7.0% |
| 30D | +125.6% | -7.2% | +132.8% | +129.5% |
| 3M | +197.1% | -17.5% | +214.6% | +208.4% |
| 6M | +148.5% | +5.1% | +143.4% | +137.1% |
| YTD | +363.3% | -1.3% | +364.6% | +348.2% |
| 1Y | +462.0% | +60.2% | +401.8% | +401.6% |
| All | +462.0% | +60.5% | +401.5% | +401.6% |
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