+44.8%
MAR vs GGLL
-16.8%
+61.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | +0.2% | +6.3% | -6.1% | -0.2% |
| 30D | +14.0% | -35.1% | +49.1% | +16.7% |
| 3M | +18.1% | -37.7% | +55.8% | +21.1% |
| 6M | +18.6% | -54.1% | +72.7% | +25.0% |
| YTD | +35.3% | -29.4% | +64.7% | +32.9% |
| All | +44.8% | -16.8% | +61.6% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling