+27.0%
MUZ vs GGLL
-48.9%
+75.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -4.5% | +38.4% | +32.5% |
| 7D | +79.0% | -1.3% | +80.3% | +77.8% |
| 30D | +104.4% | -36.3% | +140.7% | +90.1% |
| 3M | +27.0% | -42.7% | +69.6% | +19.0% |
| All | +27.0% | -48.9% | +75.9% | +19.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling