+30.8%
MSFT vs GGLL
-52.5%
+83.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | -2.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +1.3% | -36.3% | +37.5% | +6.8% |
| 3M | +10.2% | -42.7% | +52.8% | +17.5% |
| 6M | +30.8% | -53.1% | +83.9% | +41.3% |
| All | +30.8% | -52.5% | +83.3% | +41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling