+114.9%
MMM vs GGLL
+206.6%
-91.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.7% |
| 7D | -2.6% | +2.9% | -5.5% | -2.9% |
| 30D | +17.4% | -33.1% | +50.5% | +21.6% |
| 3M | +3.6% | -31.2% | +34.8% | +6.8% |
| 6M | +33.0% | -49.4% | +82.4% | +41.1% |
| YTD | +19.6% | -26.8% | +46.5% | +20.1% |
| 1Y | +14.0% | -17.7% | +31.8% | +12.4% |
| 3Y | +164.3% | +160.4% | +3.9% | +107.2% |
| All | +114.9% | +206.6% | -91.7% | +59.5% |
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