+54.2%
XOP vs GGLL
+70.5%
-16.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +0.6% | +1.9% | -1.2% | +0.8% |
| 30D | +16.5% | -9.7% | +26.3% | +15.6% |
| 3M | +15.7% | -18.0% | +33.7% | +14.4% |
| 6M | +19.2% | +15.3% | +3.9% | +21.4% |
| YTD | +55.0% | +2.2% | +52.8% | +57.2% |
| 1Y | +54.2% | +73.1% | -18.9% | +50.1% |
| All | +54.2% | +70.5% | -16.3% | +50.1% |
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