+28.2%
XLP vs GGLL
+328.7%
-300.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.0% | -4.8% | +3.8% | -0.9% |
| 30D | -0.9% | -13.7% | +12.8% | -0.5% |
| 3M | +3.8% | -21.9% | +25.7% | +4.3% |
| 6M | -1.7% | +11.7% | -13.4% | -2.4% |
| YTD | +10.3% | +2.3% | +8.0% | +9.7% |
| 1Y | +7.8% | +76.2% | -68.4% | +5.1% |
| 3Y | +27.2% | +245.0% | -217.8% | +16.6% |
| All | +28.2% | +328.7% | -300.5% | +16.1% |
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