+26.8%
MSCI vs GGLL
+328.7%
-301.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +0.4% | -4.8% | +5.2% | +1.1% |
| 30D | +0.6% | -13.7% | +14.2% | +2.6% |
| 3M | -7.1% | -21.9% | +14.8% | -4.6% |
| 6M | +0.8% | +11.7% | -10.8% | -3.1% |
| YTD | +1.0% | +2.3% | -1.3% | -1.7% |
| 1Y | +4.3% | +76.2% | -71.9% | -8.5% |
| 3Y | +9.9% | +245.0% | -235.0% | -23.5% |
| All | +26.8% | +328.7% | -301.8% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling