+111.9%
MMM vs GGLL
+217.5%
-105.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.8% |
| 7D | -0.8% | +11.5% | -12.3% | -2.0% |
| 30D | +14.4% | -31.2% | +45.7% | +18.2% |
| 3M | +1.8% | -28.7% | +30.4% | +4.5% |
| 6M | +31.3% | -47.2% | +78.5% | +38.6% |
| YTD | +18.0% | -24.3% | +42.2% | +18.0% |
| 1Y | +10.9% | -12.0% | +22.9% | +8.5% |
| 3Y | +160.6% | +169.6% | -9.0% | +103.5% |
| All | +111.9% | +217.5% | -105.5% | +56.7% |
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 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