+84.8%
XLI vs GGLL
+188.6%
-103.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | -2.8% | +3.1% | -5.9% | -3.2% |
| 30D | -3.1% | -36.3% | +33.2% | +1.2% |
| 3M | -11.7% | -40.4% | +28.6% | -7.4% |
| 6M | -7.6% | -54.6% | +47.1% | -0.5% |
| YTD | +5.7% | -31.1% | +36.8% | +7.2% |
| 1Y | +7.8% | -19.2% | +27.0% | +6.8% |
| 3Y | +67.4% | +151.5% | -84.1% | +35.9% |
| All | +84.8% | +188.6% | -103.8% | +47.5% |
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 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