+45.3%
XOP vs GGLL
-11.6%
+56.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -5.7% |
| 7D | -10.5% | -23.1% | +12.6% | -12.2% |
| 30D | -4.3% | -32.9% | +28.5% | -7.5% |
| 3M | +4.7% | -44.9% | +49.6% | -0.6% |
| 6M | -0.1% | -49.5% | +49.5% | -5.7% |
| YTD | +43.8% | -28.9% | +72.7% | +43.6% |
| 1Y | +45.3% | -12.2% | +57.5% | +46.2% |
| All | +45.3% | -11.6% | +56.9% | +46.2% |
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