+107.6%
MTB vs GGLL
+166.5%
-58.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +1.5% | +7.7% | -6.1% | +0.9% |
| 30D | +2.3% | -30.2% | +32.6% | +4.9% |
| 3M | -12.1% | -31.3% | +19.1% | -9.9% |
| 6M | +9.8% | -52.1% | +61.9% | +15.7% |
| YTD | +12.0% | -25.9% | +37.9% | +12.3% |
| 1Y | +22.0% | -8.5% | +30.5% | +19.5% |
| 3Y | +107.6% | +165.5% | -57.9% | +86.4% |
| All | +107.6% | +166.5% | -58.9% | +86.4% |
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 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