+51.3%
XLB vs GGLL
+206.6%
-155.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +7.2% | -33.1% | +40.4% | +10.9% |
| 3M | 0.0% | -31.2% | +31.2% | +3.0% |
| 6M | +2.3% | -49.4% | +51.7% | +8.1% |
| YTD | +18.4% | -26.8% | +45.3% | +18.9% |
| 1Y | +23.3% | -17.7% | +41.0% | +21.7% |
| 3Y | +45.2% | +160.4% | -115.3% | +15.3% |
| All | +51.3% | +206.6% | -155.3% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling