+20.6%
XLV vs GGLL
+59.1%
-38.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | -4.4% | -5.8% | +1.4% | -4.2% |
| 30D | -1.4% | -7.2% | +5.8% | -1.1% |
| 3M | +8.9% | -17.5% | +26.4% | +9.3% |
| 6M | +9.1% | +5.1% | +4.0% | +7.0% |
| YTD | +7.9% | -1.3% | +9.3% | +5.9% |
| All | +20.6% | +59.1% | -38.5% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling