+156.7%
XME vs GGLL
+328.4%
-171.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.6% | +1.9% | +1.7% | +3.3% |
| 30D | +3.6% | -9.7% | +13.4% | +5.3% |
| 3M | +1.2% | -18.0% | +19.2% | +3.6% |
| 6M | +9.0% | +15.3% | -6.2% | +3.6% |
| YTD | +15.9% | +2.2% | +13.7% | +12.1% |
| 1Y | +43.2% | +73.1% | -29.9% | +23.8% |
| 3Y | +137.4% | +242.7% | -105.3% | +67.8% |
| All | +156.7% | +328.4% | -171.7% | +73.1% |
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 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