+184.7%
MS vs GGLL
+328.7%
-144.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | +1.4% | -4.8% | +6.1% | +2.2% |
| 30D | -0.3% | -13.7% | +13.4% | +2.1% |
| 3M | +0.3% | -21.9% | +22.1% | +3.5% |
| 6M | +31.3% | +11.7% | +19.7% | +26.1% |
| YTD | +24.7% | +2.3% | +22.4% | +21.2% |
| 1Y | +47.9% | +76.2% | -28.3% | +29.7% |
| 3Y | +178.3% | +245.0% | -66.7% | +105.8% |
| All | +184.7% | +328.7% | -144.0% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling