+553.2%
MSTR vs GGLL
+328.7%
+224.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | +12.2% | -4.8% | +16.9% | +14.6% |
| 30D | +45.2% | -13.7% | +58.9% | +54.2% |
| 3M | +10.4% | -21.9% | +32.2% | +20.0% |
| 6M | -2.5% | +11.7% | -14.1% | -11.8% |
| YTD | -6.0% | +2.3% | -8.3% | -12.3% |
| 1Y | -56.4% | +76.2% | -132.6% | -69.8% |
| 3Y | +306.3% | +245.0% | +61.3% | +83.6% |
| All | +553.2% | +328.7% | +224.5% | +168.3% |
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 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