+100.1%
MSFT vs GGLL
+328.7%
-228.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -2.7% | -4.8% | +2.1% | -1.7% |
| 30D | +2.7% | -13.7% | +16.4% | +5.8% |
| 3M | +17.0% | -21.9% | +38.8% | +21.9% |
| 6M | +23.8% | +11.7% | +12.2% | +16.7% |
| YTD | +4.0% | +2.3% | +1.7% | -0.5% |
| 1Y | -0.8% | +76.2% | -77.0% | -19.1% |
| 3Y | +55.6% | +245.0% | -189.4% | -7.3% |
| All | +100.1% | +328.7% | -228.6% | +5.4% |
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 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