+44.3%
XRT vs GGLL
+328.7%
-284.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +0.8% | -4.8% | +5.6% | +1.5% |
| 30D | -4.2% | -13.7% | +9.5% | -2.1% |
| 3M | +5.1% | -21.9% | +26.9% | +8.2% |
| 6M | +2.4% | +11.7% | -9.2% | -1.4% |
| YTD | +3.2% | +2.3% | +0.9% | +0.5% |
| 1Y | +1.5% | +76.2% | -74.7% | -10.9% |
| 3Y | +40.6% | +245.0% | -204.4% | +1.4% |
| All | +44.3% | +328.7% | -284.4% | -1.3% |
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