+77.8%
XLF vs GGLL
+154.9%
-77.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +1.2% | +3.1% | -1.9% | +0.9% |
| 30D | +6.3% | -36.3% | +42.7% | +9.6% |
| 3M | -0.8% | -40.4% | +39.6% | +2.7% |
| 6M | +11.0% | -54.6% | +65.7% | +17.0% |
| YTD | +5.6% | -31.1% | +36.8% | +6.5% |
| 1Y | +10.8% | -19.2% | +30.0% | +9.7% |
| 3Y | +77.8% | +151.5% | -73.7% | +55.5% |
| All | +77.8% | +154.9% | -77.1% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling