+62.9%
XLC vs GGLL
+157.4%
-94.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +6.2% | +5.1% | +1.1% | +5.2% |
| 30D | -2.4% | -35.5% | +33.1% | +5.0% |
| 3M | -3.3% | -39.2% | +35.8% | +4.9% |
| 6M | -7.3% | -54.4% | +47.1% | +5.0% |
| YTD | -7.6% | -29.8% | +22.2% | -4.7% |
| 1Y | -3.7% | -20.4% | +16.7% | -3.6% |
| 3Y | +62.9% | +149.7% | -86.8% | +18.0% |
| All | +62.9% | +157.4% | -94.5% | +18.0% |
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