+4.4%
MS vs GGLL
-50.3%
+54.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +3.7% |
| 7D | +2.6% | -23.1% | +25.7% | +4.3% |
| 30D | +2.6% | -32.9% | +35.5% | +5.6% |
| 3M | -10.1% | -44.9% | +34.8% | -5.8% |
| 6M | +4.4% | -49.5% | +53.9% | +10.4% |
| All | +4.4% | -50.3% | +54.6% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling