+161.8%
MS vs GGLL
+151.4%
+10.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -5.2% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | -3.9% | -36.3% | +32.3% | +2.3% |
| 3M | -15.9% | -42.7% | +26.8% | -9.2% |
| 6M | -2.5% | -53.1% | +50.6% | +7.8% |
| YTD | +5.1% | -32.1% | +37.2% | +7.8% |
| 1Y | +13.0% | -20.1% | +33.0% | +12.2% |
| All | +161.8% | +151.4% | +10.4% | +116.2% |
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