+16.7%
XRT vs GGLL
-16.8%
+33.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.5% |
| 7D | +2.5% | +6.3% | -3.9% | +2.0% |
| 30D | +10.3% | -35.1% | +45.4% | +13.9% |
| 3M | +2.4% | -37.7% | +40.0% | +5.9% |
| 6M | +10.0% | -54.1% | +64.1% | +17.1% |
| YTD | +9.5% | -29.4% | +39.0% | +10.0% |
| All | +16.7% | -16.8% | +33.5% | +15.9% |
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