+98.9%
XOM vs GGLL
+309.0%
-210.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.2% |
| 7D | 0.0% | -3.9% | +3.9% | 0.0% |
| 30D | +3.4% | -15.4% | +18.8% | +3.4% |
| 3M | +11.0% | -21.9% | +32.9% | +11.0% |
| 6M | +10.6% | +4.5% | +6.1% | +10.1% |
| YTD | +39.2% | -2.4% | +41.6% | +38.7% |
| 1Y | +52.7% | +57.8% | -5.1% | +49.0% |
| 3Y | +56.8% | +227.2% | -170.4% | +44.1% |
| All | +98.9% | +309.0% | -210.1% | +86.4% |
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 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