+72.0%
MXL vs GGLL
+328.7%
-256.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.9% | +6.3% |
| 7D | +1.6% | -4.8% | +6.4% | +3.3% |
| 30D | -7.0% | -13.7% | +6.7% | -2.7% |
| 3M | -33.4% | -21.9% | -11.6% | -29.0% |
| 6M | +260.2% | +11.7% | +248.5% | +228.2% |
| YTD | +260.0% | +2.3% | +257.7% | +235.0% |
| 1Y | +303.5% | +76.2% | +227.3% | +200.7% |
| 3Y | +160.4% | +245.0% | -84.6% | +39.0% |
| All | +72.0% | +328.7% | -256.6% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling