+31.7%
XLV vs GGLL
+226.0%
-194.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.1% |
| 7D | -3.7% | -3.9% | +0.2% | -3.5% |
| 30D | -1.1% | -15.4% | +14.3% | -0.4% |
| 3M | +8.2% | -21.9% | +30.1% | +9.1% |
| 6M | +8.9% | +4.5% | +4.4% | +7.7% |
| YTD | +8.5% | -2.4% | +10.9% | +7.6% |
| 1Y | +22.3% | +57.8% | -35.5% | +18.4% |
| All | +31.7% | +226.0% | -194.3% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling