+100.1%
XME vs GGLL
+188.6%
-88.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.1% |
| 7D | -4.5% | +3.1% | -7.6% | -5.0% |
| 30D | -10.9% | -36.3% | +25.5% | -4.6% |
| 3M | -15.3% | -40.4% | +25.1% | -8.6% |
| 6M | -24.6% | -54.6% | +30.0% | -15.5% |
| YTD | -9.6% | -31.1% | +21.5% | -7.6% |
| 1Y | +2.9% | -19.2% | +22.1% | +1.5% |
| 3Y | +86.9% | +151.5% | -64.6% | +37.6% |
| All | +100.1% | +188.6% | -88.5% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling