+26.0%
XLU vs GGLL
+328.7%
-302.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +0.8% | -4.8% | +5.6% | +1.0% |
| 30D | -1.3% | -13.7% | +12.4% | -0.8% |
| 3M | -1.3% | -21.9% | +20.5% | -0.5% |
| 6M | -7.6% | +11.7% | -19.3% | -8.8% |
| YTD | +2.3% | +2.3% | 0.0% | +1.3% |
| 1Y | +5.8% | +76.2% | -70.4% | +1.4% |
| 3Y | +50.5% | +245.0% | -194.5% | +33.4% |
| All | +26.0% | +328.7% | -302.7% | +9.1% |
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