+91.9%
XLI vs GGLL
+195.8%
-103.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.6% |
| 7D | -0.5% | +6.3% | -6.8% | -1.1% |
| 30D | -0.2% | -35.1% | +34.9% | +4.0% |
| 3M | -8.6% | -37.7% | +29.1% | -4.5% |
| 6M | -2.0% | -54.1% | +52.1% | +5.4% |
| YTD | +9.7% | -29.4% | +39.2% | +11.0% |
| 1Y | +11.4% | -13.4% | +24.8% | +9.5% |
| 3Y | +74.2% | +158.3% | -84.1% | +41.0% |
| All | +91.9% | +195.8% | -103.9% | +52.8% |
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