+179.1%
MAR vs GGLL
+210.8%
-31.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | -0.1% |
| 7D | +1.6% | +7.7% | -6.1% | +0.6% |
| 30D | +13.8% | -30.2% | +44.0% | +18.6% |
| 3M | +20.3% | -31.3% | +51.5% | +25.4% |
| 6M | +21.3% | -52.1% | +73.4% | +32.2% |
| YTD | +37.2% | -25.9% | +63.1% | +37.8% |
| 1Y | +48.4% | -8.5% | +56.9% | +43.3% |
| 3Y | +120.1% | +165.5% | -45.4% | +63.8% |
| All | +179.1% | +210.8% | -31.7% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling