+2,620.0%
MUU vs GGLL
+202.8%
+2,417.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -2.3% | +13.9% | +13.0% |
| 7D | +17.4% | -4.8% | +22.2% | +20.5% |
| 30D | +24.0% | -13.7% | +37.6% | +34.1% |
| 3M | -23.9% | -21.9% | -2.0% | -17.5% |
| 6M | +284.4% | +11.7% | +272.8% | +199.3% |
| YTD | +583.7% | +2.3% | +581.4% | +465.2% |
| 1Y | +2,981.5% | +76.2% | +2,905.3% | +1,566.8% |
| All | +2,620.0% | +202.8% | +2,417.2% | +828.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling