+97.6%
XLI vs GGLL
+328.4%
-230.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | -5.8% | -9.7% | +3.9% | -4.8% |
| 3M | +0.7% | -18.0% | +18.7% | +2.3% |
| 6M | +3.2% | +15.3% | -12.1% | -0.2% |
| YTD | +13.0% | +2.2% | +10.8% | +10.6% |
| 1Y | +16.8% | +73.1% | -56.3% | +6.4% |
| 3Y | +72.4% | +242.7% | -170.3% | +36.6% |
| All | +97.6% | +328.4% | -230.7% | +52.3% |
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