+116.8%
MAR vs GGLL
+328.4%
-211.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -1.7% | +1.9% | -3.6% | -2.0% |
| 30D | -6.9% | -9.7% | +2.8% | -5.6% |
| 3M | -15.8% | -18.0% | +2.2% | -14.3% |
| 6M | +1.9% | +15.3% | -13.3% | -2.5% |
| YTD | +6.6% | +2.2% | +4.4% | +3.5% |
| 1Y | +23.7% | +73.1% | -49.4% | +8.5% |
| 3Y | +64.6% | +242.7% | -178.1% | +19.5% |
| All | +116.8% | +328.4% | -211.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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