+344.7%
MXL vs GGLL
+64.8%
+279.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.5% | +12.1% | +8.5% |
| 7D | +19.0% | -3.9% | +22.9% | +19.8% |
| 30D | +4.5% | -15.4% | +19.8% | +8.2% |
| 3M | -1.5% | -21.9% | +20.4% | +4.1% |
| 6M | +348.6% | +4.5% | +344.1% | +317.5% |
| YTD | +310.3% | -2.4% | +312.7% | +282.5% |
| 1Y | +344.7% | +57.8% | +286.9% | +213.0% |
| All | +344.7% | +64.8% | +279.9% | +213.0% |
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 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 · 6 months rolling