+83.2%
XLE vs GGLL
+194.0%
-110.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -6.7% | +5.1% | -11.8% | -6.8% |
| 30D | -4.4% | -35.5% | +31.1% | -3.2% |
| 3M | +4.0% | -39.2% | +43.1% | +5.5% |
| 6M | +13.2% | -54.4% | +67.5% | +16.0% |
| YTD | +41.9% | -29.8% | +71.7% | +41.4% |
| 1Y | +41.6% | -20.4% | +62.0% | +39.4% |
| 3Y | +64.0% | +149.7% | -85.8% | +40.5% |
| All | +83.2% | +194.0% | -110.8% | +60.3% |
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 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