+24.0%
XLU vs GGLL
+327.4%
-303.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.7% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -3.3% | -4.0% | +0.7% | -3.2% |
| 3M | -3.2% | -15.5% | +12.4% | -2.7% |
| 6M | -7.0% | +7.6% | -14.6% | -8.0% |
| YTD | +0.6% | +2.0% | -1.3% | -0.3% |
| 1Y | +2.4% | +63.9% | -61.5% | -1.4% |
| 3Y | +46.3% | +239.7% | -193.4% | +29.9% |
| All | +24.0% | +327.4% | -303.4% | +7.4% |
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