+121.8%
XLK vs GGLL
+247.9%
-126.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | -0.1% | -9.7% | +9.7% | +1.9% |
| 3M | +2.1% | -18.0% | +20.1% | +5.1% |
| 6M | +37.2% | +15.3% | +21.9% | +28.3% |
| YTD | +30.8% | +2.2% | +28.6% | +25.3% |
| 1Y | +42.6% | +73.1% | -30.5% | +18.9% |
| 3Y | +121.8% | +242.7% | -120.9% | +44.4% |
| All | +121.8% | +247.9% | -126.1% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling