+41.9%
MSCI vs GGLL
+188.6%
-146.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +2.8% | +3.1% | -0.3% | +2.4% |
| 30D | +15.4% | -36.3% | +51.7% | +21.5% |
| 3M | +13.4% | -40.4% | +53.8% | +20.2% |
| 6M | +10.9% | -54.6% | +65.5% | +21.1% |
| YTD | +13.0% | -31.1% | +44.1% | +14.7% |
| 1Y | +12.0% | -19.2% | +31.2% | +10.2% |
| 3Y | +34.1% | +151.5% | -117.4% | -4.6% |
| All | +41.9% | +188.6% | -146.7% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling