+49.0%
XOP vs GGLL
+210.8%
-161.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +6.3% | +7.7% | -1.3% | +5.8% |
| 30D | -6.6% | -30.2% | +23.6% | -4.7% |
| 3M | +3.6% | -31.3% | +34.8% | +5.7% |
| 6M | +10.8% | -52.1% | +62.8% | +15.8% |
| YTD | +48.3% | -25.9% | +74.1% | +47.1% |
| 1Y | +42.9% | -8.5% | +51.4% | +37.4% |
| 3Y | +43.3% | +165.5% | -122.2% | +11.5% |
| All | +49.0% | +210.8% | -161.8% | +16.0% |
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 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