+86.1%
XBI vs GGLL
+313.5%
-227.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -4.6% | -5.8% | +1.2% | -3.8% |
| 30D | -0.8% | -7.2% | +6.4% | +0.2% |
| 3M | +21.8% | -17.5% | +39.4% | +23.9% |
| 6M | +23.2% | +5.1% | +18.1% | +19.3% |
| YTD | +28.7% | -1.3% | +30.1% | +25.6% |
| 1Y | +67.8% | +60.2% | +7.6% | +50.0% |
| 3Y | +100.6% | +230.8% | -130.2% | +48.6% |
| All | +86.1% | +313.5% | -227.4% | +27.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling