-61.8%
XE vs GGLL
-36.5%
-25.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +6.6% |
| 7D | +7.6% | +6.3% | +1.3% | +6.7% |
| 30D | -18.6% | -35.1% | +16.5% | -13.3% |
| 3M | -50.7% | -37.7% | -13.1% | -47.3% |
| 6M | -63.0% | -54.1% | -8.9% | -58.3% |
| All | -61.8% | -36.5% | -25.3% | -59.2% |
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 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