+41.3%
XOM vs GGLL
-19.1%
+60.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -7.3% | +5.1% | -12.4% | -6.7% |
| 30D | -2.6% | -35.5% | +32.8% | -7.0% |
| 3M | +3.6% | -39.2% | +42.7% | -1.4% |
| 6M | +15.3% | -54.4% | +69.7% | +6.3% |
| YTD | +39.4% | -29.8% | +69.3% | +39.2% |
| All | +41.3% | -19.1% | +60.3% | +42.5% |
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