+48.4%
MTB vs GGLL
+328.4%
-279.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.8% | +1.9% | +0.9% | +2.6% |
| 30D | -4.2% | -9.7% | +5.6% | -3.3% |
| 3M | +7.8% | -18.0% | +25.8% | +9.2% |
| 6M | +14.8% | +15.3% | -0.4% | +11.5% |
| YTD | +20.8% | +2.2% | +18.6% | +18.5% |
| 1Y | +23.1% | +73.1% | -50.0% | +13.5% |
| 3Y | +114.8% | +242.7% | -127.9% | +76.9% |
| All | +48.4% | +328.4% | -279.9% | +17.6% |
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