+109.6%
XLC vs GGLL
+206.6%
-97.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.2% |
| 7D | +3.5% | +2.9% | +0.6% | +2.8% |
| 30D | -2.6% | -33.1% | +30.6% | +5.8% |
| 3M | -2.1% | -31.2% | +29.1% | +5.3% |
| 6M | -5.5% | -49.4% | +43.9% | +7.7% |
| YTD | -6.9% | -26.8% | +19.9% | -4.5% |
| 1Y | -3.7% | -17.7% | +14.0% | -4.9% |
| 3Y | +64.2% | +160.4% | -96.2% | +4.2% |
| All | +109.6% | +206.6% | -97.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling