+61.7%
MXL vs GGLL
+217.5%
-155.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.9% |
| 7D | +33.1% | +11.5% | +21.5% | +28.4% |
| 30D | -33.5% | -31.2% | -2.2% | -24.8% |
| 3M | -20.7% | -28.7% | +8.0% | -11.9% |
| 6M | -35.9% | -47.2% | +11.3% | -23.0% |
| YTD | +238.3% | -24.3% | +262.5% | +245.6% |
| 1Y | +296.2% | -12.0% | +308.2% | +280.3% |
| 3Y | +254.1% | +169.6% | +84.5% | +104.1% |
| All | +61.7% | +217.5% | -155.8% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling