-64.3%
XE vs GGLL
-38.0%
-26.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +1.4% | +14.5% | +15.7% |
| 7D | -4.6% | +3.1% | -7.7% | -4.9% |
| 30D | -27.5% | -36.3% | +8.8% | -22.6% |
| 3M | -49.9% | -40.4% | -9.5% | -46.1% |
| 6M | -67.2% | -54.6% | -12.6% | -62.9% |
| All | -64.3% | -38.0% | -26.3% | -61.7% |
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