+96.1%
XME vs GGLL
+172.3%
-76.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.6% |
| 7D | +5.3% | +11.5% | -6.2% | +3.6% |
| 30D | -8.2% | -31.2% | +23.0% | -3.6% |
| 3M | -18.4% | -28.7% | +10.3% | -15.0% |
| 6M | -22.8% | -47.2% | +24.4% | -16.4% |
| YTD | -7.9% | -24.3% | +16.4% | -7.5% |
| 1Y | -0.9% | -12.0% | +11.1% | -3.4% |
| All | +96.1% | +172.3% | -76.2% | +54.4% |
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