+45.2%
MSCI vs GGLL
+184.7%
-139.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.2% |
| 7D | +6.0% | -1.3% | +7.3% | +6.2% |
| 30D | +18.2% | -36.3% | +54.5% | +24.4% |
| 3M | +15.1% | -42.7% | +57.8% | +22.7% |
| 6M | +13.7% | -53.1% | +66.8% | +23.5% |
| YTD | +15.6% | -32.1% | +47.7% | +17.6% |
| 1Y | +16.3% | -20.1% | +36.4% | +14.6% |
| 3Y | +36.9% | +151.7% | -114.8% | -2.9% |
| All | +45.2% | +184.7% | -139.5% | -6.9% |
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