+110.7%
MMM vs GGLL
+188.6%
-77.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.5% |
| 7D | +6.2% | +3.1% | +3.1% | +5.9% |
| 30D | +14.2% | -36.3% | +50.5% | +18.9% |
| 3M | +2.9% | -40.4% | +43.3% | +7.7% |
| 6M | +27.6% | -54.6% | +82.2% | +36.9% |
| YTD | +17.3% | -31.1% | +48.4% | +18.5% |
| 1Y | +15.1% | -19.2% | +34.3% | +13.5% |
| 3Y | +157.1% | +151.5% | +5.6% | +101.9% |
| All | +110.7% | +188.6% | -77.9% | +57.4% |
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 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