+50.0%
MLM vs GGLL
+328.7%
-278.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.5% |
| 7D | -2.9% | -4.8% | +1.9% | -2.3% |
| 30D | -6.8% | -13.7% | +6.9% | -5.0% |
| 3M | -11.2% | -21.9% | +10.6% | -8.9% |
| 6M | -21.8% | +11.7% | -33.5% | -24.5% |
| YTD | -17.0% | +2.3% | -19.2% | -19.0% |
| 1Y | -16.4% | +76.2% | -92.5% | -25.6% |
| 3Y | +14.5% | +245.0% | -230.5% | -15.7% |
| All | +50.0% | +328.7% | -278.7% | +0.8% |
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 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