+13.9%
MRSH vs GGLL
+327.4%
-313.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.3% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -6.3% | -4.0% | -2.4% | -6.2% |
| 3M | +5.8% | -15.5% | +21.3% | +6.0% |
| 6M | +2.8% | +7.6% | -4.8% | +1.9% |
| YTD | -3.1% | +2.0% | -5.1% | -3.9% |
| 1Y | -11.3% | +63.9% | -75.2% | -14.2% |
| 3Y | -5.0% | +239.7% | -244.6% | -16.9% |
| All | +13.9% | +327.4% | -313.4% | -6.5% |
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