+50.5%
XOM vs GGLL
+70.5%
-20.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.4% | +1.9% | -4.2% | -2.2% |
| 30D | +5.7% | -9.7% | +15.4% | +4.7% |
| 3M | +6.6% | -18.0% | +24.6% | +5.3% |
| 6M | +7.7% | +15.3% | -7.6% | +11.0% |
| YTD | +36.2% | +2.2% | +34.0% | +39.4% |
| 1Y | +50.5% | +73.1% | -22.6% | +51.0% |
| All | +50.5% | +70.5% | -20.0% | +51.0% |
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