+6.2%
MSFT vs GGLL
-17.3%
+23.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.2% |
| 7D | +2.3% | +5.1% | -2.8% | +1.9% |
| 30D | -0.4% | -35.5% | +35.1% | +2.8% |
| 3M | +5.6% | -39.2% | +44.7% | +9.2% |
| 6M | +29.0% | -54.4% | +83.3% | +34.1% |
| YTD | +10.9% | -29.8% | +40.8% | +11.1% |
| 1Y | +6.2% | -20.4% | +26.6% | +6.7% |
| All | +6.2% | -17.3% | +23.5% | +6.7% |
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