+189.4%
MXL vs GGLL
+247.9%
-58.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +15.5% | +1.9% | +13.6% | +14.7% |
| 30D | -11.3% | -9.7% | -1.6% | -8.5% |
| 3M | -16.1% | -18.0% | +1.9% | -12.1% |
| 6M | +323.0% | +15.3% | +307.8% | +279.3% |
| YTD | +281.5% | +2.2% | +279.3% | +254.0% |
| 1Y | +319.3% | +73.1% | +246.2% | +210.6% |
| 3Y | +189.4% | +242.7% | -53.3% | +48.5% |
| All | +189.4% | +247.9% | -58.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling