+313.5%
GGLL vs MKTX
-28.5%
+342.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | -17.5% | +41.1% | -58.7% | -23.9% |
| 6M | +5.1% | -9.5% | +14.6% | +7.8% |
| YTD | -1.3% | -8.7% | +7.3% | +0.7% |
| 1Y | +60.2% | -10.0% | +70.2% | +63.5% |
| 3Y | +230.8% | -24.6% | +255.4% | +245.4% |
| All | +313.5% | -28.5% | +342.0% | +276.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling