-42.3%
MSTR vs GGLL
-11.6%
-30.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +3.3% |
| 7D | -1.8% | -23.1% | +21.3% | +4.2% |
| 30D | -13.3% | -32.9% | +19.6% | -4.2% |
| 3M | +46.0% | -44.9% | +90.9% | +69.6% |
| 6M | -22.4% | -49.5% | +27.1% | -9.7% |
| YTD | -6.2% | -28.9% | +22.7% | -2.9% |
| 1Y | -42.3% | -12.2% | -30.1% | -42.8% |
| All | -42.3% | -11.6% | -30.7% | -42.8% |
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