+40.4%
XLB vs GGLL
+154.9%
-114.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -1.5% | +3.1% | -4.6% | -1.7% |
| 30D | +6.1% | -36.3% | +42.4% | +9.1% |
| 3M | 0.0% | -40.4% | +40.4% | +3.3% |
| 6M | 0.0% | -54.6% | +54.6% | +5.2% |
| YTD | +16.0% | -31.1% | +47.2% | +16.8% |
| 1Y | +24.7% | -19.2% | +43.9% | +23.3% |
| 3Y | +40.4% | +151.5% | -111.2% | +20.0% |
| All | +40.4% | +154.9% | -114.6% | +20.0% |
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