+96.1%
MXL vs GGLL
+309.0%
-212.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +12.1% | +9.1% |
| 7D | +19.0% | -3.9% | +22.9% | +20.3% |
| 30D | +4.5% | -15.4% | +19.8% | +10.1% |
| 3M | -1.5% | -21.9% | +20.4% | +4.6% |
| 6M | +348.6% | +4.5% | +344.1% | +317.7% |
| YTD | +310.3% | -2.4% | +312.7% | +287.3% |
| 1Y | +344.7% | +57.8% | +286.9% | +244.6% |
| 3Y | +211.2% | +227.2% | -16.0% | +68.9% |
| All | +96.1% | +309.0% | -212.9% | -5.5% |
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