+309.0%
GGLL vs MKTX
-28.4%
+337.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -3.9% | +0.3% | -4.2% | -3.9% |
| 30D | -15.4% | +1.0% | -16.3% | -15.5% |
| 3M | -21.9% | +40.8% | -62.7% | -27.9% |
| 6M | +4.5% | -10.9% | +15.4% | +7.6% |
| YTD | -2.4% | -8.6% | +6.2% | -0.4% |
| 1Y | +57.8% | -11.6% | +69.4% | +62.0% |
| 3Y | +227.2% | -24.5% | +251.7% | +241.6% |
| All | +309.0% | -28.4% | +337.5% | +272.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling