+242.7%
GGLL vs MKTX
-24.9%
+267.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -9.7% | +1.0% | -10.7% | -9.8% |
| 3M | -18.0% | +41.3% | -59.3% | -20.7% |
| 6M | +15.3% | -11.3% | +26.6% | +17.4% |
| YTD | +2.2% | -8.6% | +10.8% | +3.6% |
| 1Y | +73.1% | -11.1% | +84.1% | +76.4% |
| 3Y | +242.7% | -24.5% | +267.2% | +255.1% |
| All | +242.7% | -24.9% | +267.5% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling