+43.6%
XLE vs GGLL
-19.4%
+63.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | -12.0% | +3.1% | -15.1% | -11.7% |
| 30D | -2.7% | -36.3% | +33.6% | -5.9% |
| 3M | +6.6% | -40.4% | +46.9% | +2.7% |
| 6M | +9.5% | -54.6% | +64.1% | +3.5% |
| YTD | +40.6% | -31.1% | +71.7% | +39.6% |
| 1Y | +43.6% | -19.2% | +62.8% | +44.5% |
| All | +43.6% | -19.4% | +63.0% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling