+45.4%
MSFT vs GGLL
+163.0%
-117.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.5% | -2.9% |
| 7D | -6.2% | +2.9% | -9.1% | -6.7% |
| 30D | -3.7% | -33.1% | +29.4% | +1.6% |
| 3M | +3.6% | -31.2% | +34.8% | +8.7% |
| 6M | +26.8% | -49.4% | +76.1% | +38.1% |
| YTD | +8.4% | -26.8% | +35.3% | +9.6% |
| 1Y | +3.3% | -17.7% | +21.0% | +1.5% |
| All | +45.4% | +163.0% | -117.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling