+1,082.9%
MULL vs GGLL
+70.0%
+1,012.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.5% | +9.8% | +10.8% |
| 7D | -27.1% | +6.3% | -33.4% | -29.2% |
| 30D | -54.2% | -35.1% | -19.1% | -41.0% |
| 3M | -42.0% | -37.7% | -4.3% | -25.1% |
| 6M | -43.5% | -54.1% | +10.6% | -16.4% |
| YTD | +199.9% | -29.4% | +229.3% | +203.2% |
| 1Y | +292.8% | -13.4% | +306.2% | +236.1% |
| All | +1,082.9% | +70.0% | +1,012.9% | +424.8% |
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