+159.8%
XLK vs GGLL
+194.0%
-34.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -4.3% | +5.1% | -9.4% | -5.4% |
| 30D | -15.0% | -35.5% | +20.5% | -7.1% |
| 3M | -9.2% | -39.2% | +29.9% | +0.2% |
| 6M | -3.5% | -54.4% | +50.8% | +12.4% |
| YTD | +17.7% | -29.8% | +47.6% | +20.7% |
| 1Y | +14.9% | -20.4% | +35.3% | +13.1% |
| 3Y | +91.8% | +149.7% | -58.0% | +24.0% |
| All | +159.8% | +194.0% | -34.3% | +52.2% |
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 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