+39.2%
XLP vs GGLL
+184.7%
-145.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | +3.5% | -1.3% | +4.8% | +3.5% |
| 30D | +11.6% | -36.3% | +47.8% | +12.6% |
| 3M | +7.6% | -42.7% | +50.3% | +8.9% |
| 6M | +10.0% | -53.1% | +63.1% | +11.8% |
| YTD | +19.7% | -32.1% | +51.8% | +20.1% |
| 1Y | +23.5% | -20.1% | +43.5% | +23.1% |
| 3Y | +44.0% | +151.7% | -107.7% | +32.2% |
| All | +39.2% | +184.7% | -145.5% | +27.0% |
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