+37.4%
XLP vs GGLL
+188.6%
-151.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.3% |
| 7D | +0.7% | +3.1% | -2.4% | +0.7% |
| 30D | +10.3% | -36.3% | +46.6% | +11.3% |
| 3M | +6.5% | -40.4% | +46.9% | +7.7% |
| 6M | +8.4% | -54.6% | +63.0% | +10.2% |
| YTD | +18.2% | -31.1% | +49.3% | +18.5% |
| 1Y | +22.4% | -19.2% | +41.6% | +22.1% |
| 3Y | +41.9% | +151.5% | -109.6% | +30.4% |
| All | +37.4% | +188.6% | -151.2% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling