+28.2%
MRNA vs GGLL
+226.0%
-197.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.2% | -2.5% |
| 7D | -10.1% | -3.9% | -6.2% | -9.4% |
| 30D | +126.7% | -15.4% | +142.1% | +133.8% |
| 3M | +184.1% | -21.9% | +206.0% | +195.4% |
| 6M | +143.3% | +4.5% | +138.8% | +136.5% |
| YTD | +359.9% | -2.4% | +362.3% | +352.0% |
| 1Y | +454.2% | +57.8% | +396.4% | +398.9% |
| All | +28.2% | +226.0% | -197.8% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling