+50.9%
XLB vs GGLL
+194.0%
-143.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.5% | +5.1% | -4.6% | 0.0% |
| 30D | +6.9% | -35.5% | +42.4% | +10.9% |
| 3M | -0.2% | -39.2% | +39.0% | +4.0% |
| 6M | +3.3% | -54.4% | +57.7% | +10.3% |
| YTD | +18.0% | -29.8% | +47.9% | +19.0% |
| 1Y | +24.2% | -20.4% | +44.6% | +23.0% |
| 3Y | +44.7% | +149.7% | -105.0% | +15.4% |
| All | +50.9% | +194.0% | -143.2% | +15.2% |
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