+100.9%
XOM vs GGLL
+188.6%
-87.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.4% |
| 7D | -11.4% | +3.1% | -14.5% | -11.4% |
| 30D | +1.1% | -36.3% | +37.4% | +0.8% |
| 3M | +7.8% | -40.4% | +48.2% | +7.5% |
| 6M | +13.0% | -54.6% | +67.7% | +12.9% |
| YTD | +40.6% | -31.1% | +71.7% | +39.6% |
| 1Y | +49.1% | -19.2% | +68.3% | +47.1% |
| 3Y | +72.9% | +151.5% | -78.6% | +57.9% |
| All | +100.9% | +188.6% | -87.8% | +87.7% |
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