+181.3%
MSTR vs GGLL
+151.4%
+29.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -7.6% |
| 7D | -8.7% | -1.3% | -7.4% | -8.0% |
| 30D | -21.4% | -36.3% | +14.8% | -8.0% |
| 3M | +31.4% | -42.7% | +74.1% | +59.7% |
| 6M | -30.8% | -53.1% | +22.3% | -11.2% |
| YTD | -14.9% | -32.1% | +17.2% | -7.7% |
| 1Y | -49.3% | -20.1% | -29.2% | -49.5% |
| All | +181.3% | +151.4% | +29.9% | +117.8% |
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 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