+47.9%
XBI vs GGLL
-11.6%
+59.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.9% | +1.9% |
| 7D | +1.0% | -23.1% | +24.1% | +3.4% |
| 30D | +1.9% | -32.9% | +34.8% | +6.0% |
| 3M | +4.8% | -44.9% | +49.6% | +11.2% |
| 6M | +19.3% | -49.5% | +68.8% | +28.7% |
| YTD | +30.6% | -28.9% | +59.5% | +28.6% |
| 1Y | +47.9% | -12.2% | +60.1% | +39.4% |
| All | +47.9% | -11.6% | +59.5% | +39.4% |
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 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