+49.7%
XRT vs GGLL
+217.5%
-167.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.3% |
| 7D | -0.4% | +11.5% | -12.0% | -2.0% |
| 30D | +7.5% | -31.2% | +38.8% | +12.6% |
| 3M | +2.3% | -28.7% | +31.0% | +6.4% |
| 6M | +12.8% | -47.2% | +60.0% | +21.6% |
| YTD | +7.1% | -24.3% | +31.3% | +7.8% |
| 1Y | +12.3% | -12.0% | +24.3% | +9.7% |
| 3Y | +57.0% | +169.6% | -112.6% | +16.2% |
| All | +49.7% | +217.5% | -167.8% | +5.8% |
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