+248.2%
MULL vs GGLL
-16.8%
+265.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.5% | +9.8% | +11.3% |
| 7D | -27.1% | +6.3% | -33.4% | -28.3% |
| 30D | -54.2% | -35.1% | -19.1% | -46.5% |
| 3M | -42.0% | -37.7% | -4.3% | -31.7% |
| 6M | -43.5% | -54.1% | +10.6% | -21.1% |
| YTD | +199.9% | -29.4% | +229.3% | +170.4% |
| All | +248.2% | -16.8% | +265.0% | +187.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling