+11.2%
MUB vs GGLL
+328.7%
-317.4%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.1% |
| 7D | -0.9% | -4.8% | +3.9% | -0.8% |
| 30D | -1.4% | -13.7% | +12.3% | -1.3% |
| 3M | -2.2% | -21.9% | +19.7% | -2.0% |
| 6M | -1.9% | +11.7% | -13.5% | -2.1% |
| YTD | -0.8% | +2.3% | -3.0% | -0.9% |
| 1Y | +2.7% | +76.2% | -73.4% | +2.1% |
| 3Y | +8.6% | +245.0% | -236.4% | +6.6% |
| All | +11.2% | +328.7% | -317.4% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling