+40.1%
XOP vs GGLL
+188.6%
-148.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -14.7% | +3.1% | -17.8% | -14.9% |
| 30D | -7.7% | -36.3% | +28.6% | -5.2% |
| 3M | +4.4% | -40.4% | +44.8% | +7.6% |
| 6M | +3.5% | -54.6% | +58.2% | +8.5% |
| YTD | +39.4% | -31.1% | +70.6% | +38.9% |
| 1Y | +39.8% | -19.2% | +59.0% | +35.8% |
| 3Y | +29.7% | +151.5% | -121.9% | +1.1% |
| All | +40.1% | +188.6% | -148.5% | +9.5% |
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