+55.7%
XOP vs GGLL
+328.4%
-272.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.6% | +1.9% | -1.2% | +0.5% |
| 30D | +16.5% | -9.7% | +26.3% | +17.3% |
| 3M | +15.7% | -18.0% | +33.7% | +16.8% |
| 6M | +19.2% | +15.3% | +3.9% | +14.9% |
| YTD | +55.0% | +2.2% | +52.8% | +51.2% |
| 1Y | +54.2% | +73.1% | -18.9% | +38.8% |
| 3Y | +35.9% | +242.7% | -206.8% | +4.7% |
| All | +55.7% | +328.4% | -272.6% | +19.2% |
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 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