+21.7%
MTB vs GGLL
-16.8%
+38.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.2% |
| 7D | -0.8% | +6.3% | -7.1% | -1.0% |
| 30D | +2.4% | -35.1% | +37.5% | +4.3% |
| 3M | -10.5% | -37.7% | +27.2% | -8.7% |
| 6M | +6.4% | -54.1% | +60.5% | +9.9% |
| YTD | +12.8% | -29.4% | +42.2% | +11.7% |
| All | +21.7% | -16.8% | +38.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling