+58.8%
XRT vs GGLL
+166.5%
-107.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +1.7% | +7.7% | -5.9% | +0.8% |
| 30D | +7.5% | -30.2% | +37.7% | +11.5% |
| 3M | +2.2% | -31.3% | +33.5% | +6.0% |
| 6M | +14.7% | -52.1% | +66.7% | +23.8% |
| YTD | +7.5% | -25.9% | +33.4% | +8.4% |
| 1Y | +14.1% | -8.5% | +22.6% | +11.3% |
| 3Y | +58.8% | +165.5% | -106.8% | +31.4% |
| All | +58.8% | +166.5% | -107.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling