+504.3%
MUU vs GGLL
-11.6%
+515.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.5% | -20.5% | -16.4% |
| 7D | -35.9% | -23.1% | -12.7% | -29.8% |
| 30D | -47.1% | -32.9% | -14.2% | -38.9% |
| 3M | -29.8% | -44.9% | +15.0% | -13.5% |
| 6M | +16.0% | -49.5% | +65.5% | +50.7% |
| YTD | +286.1% | -28.9% | +315.0% | +244.5% |
| 1Y | +504.3% | -12.2% | +516.5% | +338.9% |
| All | +504.3% | -11.6% | +515.9% | +338.9% |
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