+180.5%
MSTR vs GGLL
+154.9%
+25.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | -1.2% | +3.1% | -4.3% | -2.2% |
| 30D | -15.9% | -36.3% | +20.4% | -1.5% |
| 3M | +33.1% | -40.4% | +73.5% | +59.3% |
| 6M | -31.0% | -54.6% | +23.6% | -10.1% |
| YTD | -15.1% | -31.1% | +16.0% | -8.5% |
| 1Y | -45.6% | -19.2% | -26.5% | -46.1% |
| 3Y | +180.5% | +151.5% | +29.0% | +116.0% |
| All | +180.5% | +154.9% | +25.6% | +116.0% |
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