+47.7%
XRT vs GGLL
+188.6%
-140.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +0.9% | +3.1% | -2.2% | +0.5% |
| 30D | +7.9% | -36.3% | +44.3% | +14.3% |
| 3M | -0.2% | -40.4% | +40.2% | +6.5% |
| 6M | +5.6% | -54.6% | +60.2% | +16.5% |
| YTD | +5.7% | -31.1% | +36.8% | +7.9% |
| 1Y | +14.6% | -19.2% | +33.8% | +13.2% |
| 3Y | +50.7% | +151.5% | -100.9% | +12.4% |
| All | +47.7% | +188.6% | -140.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling