+160.4%
MS vs GGLL
+154.9%
+5.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -1.6% | +3.1% | -4.7% | -2.0% |
| 30D | -3.8% | -36.3% | +32.6% | +2.4% |
| 3M | -14.6% | -40.4% | +25.8% | -8.4% |
| 6M | -5.1% | -54.6% | +49.5% | +5.6% |
| YTD | +4.5% | -31.1% | +35.7% | +7.0% |
| 1Y | +13.5% | -19.2% | +32.7% | +12.6% |
| 3Y | +160.4% | +151.5% | +8.9% | +114.6% |
| All | +160.4% | +154.9% | +5.5% | +114.6% |
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 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