+107.2%
XBI vs GGLL
+247.9%
-140.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | +2.9% | -9.7% | +12.6% | +4.1% |
| 3M | +26.2% | -18.0% | +44.2% | +28.4% |
| 6M | +30.7% | +15.3% | +15.5% | +25.5% |
| YTD | +32.9% | +2.2% | +30.7% | +29.5% |
| 1Y | +72.3% | +73.1% | -0.8% | +55.0% |
| 3Y | +107.2% | +242.7% | -135.5% | +64.5% |
| All | +107.2% | +247.9% | -140.7% | +64.5% |
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