+1,117.0%
MU vs GGLL
+184.7%
+932.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.5% | -13.0% | -16.1% |
| 7D | -29.7% | -1.3% | -28.4% | -29.4% |
| 30D | -37.2% | -36.3% | -1.0% | -28.9% |
| 3M | -26.5% | -42.7% | +16.2% | -14.8% |
| 6M | +2.6% | -53.1% | +55.6% | +23.3% |
| YTD | +130.1% | -32.1% | +162.2% | +138.4% |
| 1Y | +176.7% | -20.1% | +196.8% | +169.7% |
| 3Y | +813.1% | +151.7% | +661.4% | +464.8% |
| All | +1,117.0% | +184.7% | +932.3% | +605.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling