+82.4%
XLE vs GGLL
+195.8%
-113.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.4% |
| 7D | -7.9% | +6.3% | -14.2% | -8.1% |
| 30D | -4.8% | -35.1% | +30.3% | -3.6% |
| 3M | +8.4% | -37.7% | +46.0% | +9.8% |
| 6M | +12.7% | -54.1% | +66.8% | +15.5% |
| YTD | +41.3% | -29.4% | +70.7% | +40.7% |
| 1Y | +42.3% | -13.4% | +55.7% | +39.1% |
| 3Y | +65.1% | +158.3% | -93.2% | +41.0% |
| All | +82.4% | +195.8% | -113.4% | +59.6% |
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