+1,179.3%
MU vs GGLL
+188.6%
+990.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.7% |
| 7D | -22.0% | +3.1% | -25.1% | -22.7% |
| 30D | -36.6% | -36.3% | -0.2% | -28.2% |
| 3M | -21.7% | -40.4% | +18.6% | -10.3% |
| 6M | +3.5% | -54.6% | +58.2% | +26.2% |
| YTD | +141.9% | -31.1% | +173.1% | +149.7% |
| 1Y | +189.8% | -19.2% | +209.0% | +181.7% |
| 3Y | +855.4% | +151.5% | +703.8% | +491.4% |
| All | +1,179.3% | +188.6% | +990.7% | +638.4% |
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 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