+2,538.2%
MUU vs GGLL
+202.6%
+2,335.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +13.9% | +1.9% | +12.1% | +12.4% |
| 30D | +24.8% | -9.7% | +34.5% | +31.2% |
| 3M | -15.7% | -18.0% | +2.3% | -12.2% |
| 6M | +338.9% | +15.3% | +323.6% | +232.5% |
| YTD | +563.2% | +2.2% | +560.9% | +448.5% |
| 1Y | +2,577.5% | +73.1% | +2,504.4% | +1,366.1% |
| All | +2,538.2% | +202.6% | +2,335.7% | +801.2% |
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 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