+35.6%
XHB vs GGLL
+166.5%
-130.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | -0.2% | +7.7% | -7.9% | -0.9% |
| 30D | +9.9% | -30.2% | +40.2% | +13.0% |
| 3M | -6.3% | -31.3% | +25.0% | -3.7% |
| 6M | +3.8% | -52.1% | +55.9% | +10.2% |
| YTD | +0.1% | -25.9% | +26.0% | +0.6% |
| 1Y | -0.8% | -8.5% | +7.6% | -2.6% |
| 3Y | +35.6% | +165.5% | -129.9% | +16.5% |
| All | +35.6% | +166.5% | -130.9% | +16.5% |
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