+182.4%
MAR vs GGLL
+194.0%
-11.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +2.9% | +5.1% | -2.2% | +2.1% |
| 30D | +17.0% | -35.5% | +52.5% | +23.3% |
| 3M | +23.2% | -39.2% | +62.3% | +30.5% |
| 6M | +21.7% | -54.4% | +76.1% | +33.5% |
| YTD | +38.9% | -29.8% | +68.7% | +40.6% |
| 1Y | +48.7% | -20.4% | +69.1% | +46.7% |
| 3Y | +122.9% | +149.7% | -26.8% | +67.3% |
| All | +182.4% | +194.0% | -11.6% | +98.8% |
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