-12.0%
GGLL vs MKTX
-1.3%
-10.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +11.5% | +0.2% | +11.3% | +11.5% |
| 30D | -31.2% | +0.9% | -32.1% | -31.2% |
| 3M | -28.7% | +2.5% | -31.2% | -28.5% |
| 6M | -47.2% | +18.6% | -65.8% | -47.9% |
| YTD | -24.3% | -7.1% | -17.2% | -29.8% |
| 1Y | -12.0% | -0.3% | -11.6% | -16.8% |
| All | -12.0% | -1.3% | -10.7% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling