+249.4%
MXL vs GGLL
+153.6%
+95.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.5% | +11.2% | +12.8% |
| 7D | -8.8% | +6.3% | -15.2% | -10.5% |
| 30D | -41.9% | -35.1% | -6.8% | -33.3% |
| 3M | -25.4% | -37.7% | +12.2% | -13.9% |
| 6M | -44.0% | -54.1% | +10.1% | -29.7% |
| YTD | +220.8% | -29.4% | +250.2% | +234.3% |
| 1Y | +278.8% | -13.4% | +292.2% | +262.4% |
| 3Y | +249.4% | +158.3% | +91.1% | +126.4% |
| All | +249.4% | +153.6% | +95.8% | +126.4% |
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