+184.5%
XLK vs GGLL
+313.5%
-129.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.4% | -5.8% | +5.4% | +0.9% |
| 30D | -0.5% | -7.2% | +6.7% | +1.1% |
| 3M | +5.0% | -17.5% | +22.5% | +8.1% |
| 6M | +32.9% | +5.1% | +27.8% | +26.2% |
| YTD | +29.0% | -1.3% | +30.3% | +23.9% |
| 1Y | +37.8% | +60.2% | -22.4% | +14.6% |
| 3Y | +118.7% | +230.8% | -112.1% | +34.4% |
| All | +184.5% | +313.5% | -129.0% | +56.2% |
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