+266.5%
MUU vs GGLL
-16.8%
+283.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.5% | +10.0% | +11.5% |
| 7D | -27.2% | +6.3% | -33.5% | -28.3% |
| 30D | -54.0% | -35.1% | -18.9% | -46.5% |
| 3M | -41.4% | -37.7% | -3.8% | -31.4% |
| 6M | -42.5% | -54.1% | +11.6% | -20.2% |
| YTD | +211.2% | -29.4% | +240.6% | +181.0% |
| All | +266.5% | -16.8% | +283.3% | +203.4% |
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 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