+48.2%
XEL vs GGLL
+253.9%
-205.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.0% | -4.8% | +3.8% | -1.0% |
| 30D | -1.9% | -13.7% | +11.8% | -2.1% |
| 3M | -1.9% | -21.9% | +19.9% | -2.0% |
| 6M | -7.4% | +11.7% | -19.1% | -7.2% |
| YTD | +4.1% | +2.3% | +1.8% | +4.2% |
| 1Y | +8.0% | +76.2% | -68.1% | +9.2% |
| All | +48.2% | +253.9% | -205.8% | +48.9% |
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