+86.9%
XLF vs GGLL
+217.5%
-130.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | +1.2% | +11.5% | -10.3% | +0.2% |
| 30D | +6.2% | -31.2% | +37.4% | +9.5% |
| 3M | +0.9% | -28.7% | +29.5% | +3.5% |
| 6M | +13.6% | -47.2% | +60.8% | +19.5% |
| YTD | +7.6% | -24.3% | +31.8% | +7.8% |
| 1Y | +10.2% | -12.0% | +22.2% | +8.2% |
| 3Y | +79.8% | +169.6% | -89.8% | +44.8% |
| All | +86.9% | +217.5% | -130.5% | +44.6% |
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