+217.5%
GGLL vs MKTX
-27.3%
+244.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.4% |
| 3M | -28.7% | +2.5% | -31.2% | -29.0% |
| 6M | -47.2% | +18.6% | -65.8% | -49.2% |
| YTD | -24.3% | -7.1% | -17.2% | -23.0% |
| 1Y | -12.0% | -0.3% | -11.6% | -12.5% |
| 3Y | +169.6% | -22.3% | +191.9% | +177.7% |
| All | +217.5% | -27.3% | +244.7% | +187.9% |
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