+9.0%
MSFT vs GGLL
-11.6%
+20.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.5% | +0.2% | +6.1% |
| 7D | +4.7% | -23.1% | +27.8% | +6.4% |
| 30D | +5.8% | -32.9% | +38.7% | +8.8% |
| 3M | +13.0% | -44.9% | +57.9% | +17.6% |
| 6M | +34.9% | -49.5% | +84.4% | +39.9% |
| YTD | +15.7% | -28.9% | +44.6% | +15.8% |
| 1Y | +9.0% | -12.2% | +21.1% | +8.2% |
| All | +9.0% | -11.6% | +20.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling