+92.2%
XBI vs GGLL
+328.4%
-236.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.9% | +1.9% | -2.8% | -1.2% |
| 30D | +2.9% | -9.7% | +12.6% | +4.4% |
| 3M | +26.2% | -18.0% | +44.2% | +28.6% |
| 6M | +30.7% | +15.3% | +15.5% | +24.8% |
| YTD | +32.9% | +2.2% | +30.7% | +29.1% |
| 1Y | +72.3% | +73.1% | -0.8% | +52.2% |
| 3Y | +107.2% | +242.7% | -135.5% | +52.6% |
| All | +92.2% | +328.4% | -236.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling