+7.9%
MRNA vs GGLL
+328.7%
-320.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.8% |
| 7D | +5.5% | -4.8% | +10.3% | +6.4% |
| 30D | +158.7% | -13.7% | +172.4% | +166.3% |
| 3M | +182.1% | -21.9% | +204.0% | +194.0% |
| 6M | +151.8% | +11.7% | +140.2% | +141.0% |
| YTD | +393.6% | +2.3% | +391.3% | +379.7% |
| 1Y | +499.5% | +76.2% | +423.3% | +420.2% |
| 3Y | +29.3% | +245.0% | -215.7% | -9.0% |
| All | +7.9% | +328.7% | -320.8% | -31.9% |
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