+1,404.2%
MU vs GGLL
+206.6%
+1,197.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.3% | +7.6% | +10.6% |
| 7D | +2.0% | +2.9% | -0.9% | +1.5% |
| 30D | -18.0% | -33.1% | +15.2% | -8.3% |
| 3M | -6.6% | -31.2% | +24.6% | +2.7% |
| 6M | +2.0% | -49.4% | +51.4% | +20.3% |
| YTD | +184.5% | -26.8% | +211.3% | +188.7% |
| 1Y | +236.9% | -17.7% | +254.6% | +226.9% |
| 3Y | +987.0% | +160.4% | +826.5% | +567.4% |
| All | +1,404.2% | +206.6% | +1,197.6% | +753.7% |
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