+23.0%
MMM vs GGLL
-11.6%
+34.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.5% | +3.0% | +9.2% |
| 7D | +12.2% | -23.1% | +35.3% | +13.0% |
| 30D | +18.8% | -32.9% | +51.7% | +20.5% |
| 3M | +7.4% | -44.9% | +52.2% | +10.4% |
| 6M | +38.3% | -49.5% | +87.8% | +43.0% |
| YTD | +22.9% | -28.9% | +51.8% | +20.1% |
| 1Y | +23.0% | -12.2% | +35.2% | +17.4% |
| All | +23.0% | -11.6% | +34.6% | +17.4% |
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