-48.3%
MUZ vs GGLL
-44.2%
-4.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +6.5% | +7.7% | +14.1% |
| 7D | +47.2% | -23.1% | +70.3% | +46.5% |
| 30D | +57.1% | -32.9% | +90.0% | +59.6% |
| 3M | -5.3% | -44.9% | +39.6% | +0.6% |
| All | -48.3% | -44.2% | -4.0% | -51.7% |
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 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 · Available span rolling