+1,000.7%
MUU vs GGLL
+103.9%
+896.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +8.4% |
| 7D | -42.8% | +3.1% | -45.9% | -43.4% |
| 30D | -63.6% | -36.3% | -27.3% | -52.8% |
| 3M | -48.5% | -40.4% | -8.2% | -32.1% |
| 6M | -36.9% | -54.6% | +17.7% | -6.8% |
| YTD | +176.7% | -31.1% | +207.8% | +183.6% |
| 1Y | +266.3% | -19.2% | +285.4% | +230.0% |
| All | +1,000.7% | +103.9% | +896.8% | +366.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling