+81.5%
XLE vs GGLL
+188.6%
-107.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -12.0% | +3.1% | -15.1% | -12.1% |
| 30D | -2.7% | -36.3% | +33.6% | -1.5% |
| 3M | +6.6% | -40.4% | +46.9% | +8.1% |
| 6M | +9.5% | -54.6% | +64.1% | +12.3% |
| YTD | +40.6% | -31.1% | +71.7% | +40.1% |
| 1Y | +43.6% | -19.2% | +62.8% | +41.0% |
| 3Y | +58.1% | +151.5% | -93.4% | +35.1% |
| All | +81.5% | +188.6% | -107.2% | +58.9% |
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