+160.8%
MMM vs GGLL
+151.4%
+9.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.8% |
| 7D | +5.9% | -1.3% | +7.2% | +6.0% |
| 30D | +14.7% | -36.3% | +51.0% | +18.4% |
| 3M | +3.6% | -42.7% | +46.3% | +7.7% |
| 6M | +32.7% | -53.1% | +85.8% | +39.9% |
| YTD | +18.9% | -32.1% | +51.0% | +19.8% |
| 1Y | +16.4% | -20.1% | +36.5% | +15.0% |
| All | +160.8% | +151.4% | +9.3% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling