+86.2%
XLF vs GGLL
+195.8%
-109.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.2% |
| 7D | +0.7% | +6.3% | -5.6% | +0.2% |
| 30D | +6.0% | -35.1% | +41.1% | +9.9% |
| 3M | +1.0% | -37.7% | +38.7% | +5.1% |
| 6M | +14.0% | -54.1% | +68.1% | +21.6% |
| YTD | +7.2% | -29.4% | +36.6% | +8.1% |
| 1Y | +11.6% | -13.4% | +25.0% | +9.6% |
| 3Y | +81.2% | +158.3% | -77.1% | +46.2% |
| All | +86.2% | +195.8% | -109.6% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling