+29.8%
XLU vs GGLL
+210.8%
-181.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +2.1% | +7.7% | -5.6% | +1.8% |
| 30D | +5.6% | -30.2% | +35.8% | +6.7% |
| 3M | +0.7% | -31.3% | +32.0% | +1.8% |
| 6M | -0.1% | -52.1% | +52.0% | +2.5% |
| YTD | +5.3% | -25.9% | +31.2% | +5.2% |
| 1Y | +2.2% | -8.5% | +10.6% | +0.8% |
| 3Y | +61.6% | +165.5% | -103.9% | +43.9% |
| All | +29.8% | +210.8% | -181.0% | +13.4% |
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 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