-15.1%
XHB vs GGLL
+70.5%
-85.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | -9.1% | -9.7% | +0.7% | -8.3% |
| 3M | -2.3% | -18.0% | +15.7% | -0.9% |
| 6M | -4.1% | +15.3% | -19.4% | -6.6% |
| YTD | -1.7% | +2.2% | -3.9% | -4.2% |
| 1Y | -15.1% | +73.1% | -88.2% | -17.7% |
| All | -15.1% | +70.5% | -85.6% | -17.7% |
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 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