+46.0%
XME vs GGLL
+80.0%
-34.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | -0.1% | -4.8% | +4.7% | +0.5% |
| 30D | +6.0% | -13.7% | +19.7% | +7.8% |
| 3M | -7.7% | -21.9% | +14.1% | -4.9% |
| 6M | +1.0% | +11.7% | -10.7% | -3.4% |
| YTD | +14.6% | +2.3% | +12.4% | +10.0% |
| 1Y | +46.0% | +76.2% | -30.2% | +18.5% |
| All | +46.0% | +80.0% | -34.0% | +18.5% |
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