+19.3%
XYL vs GGLL
+328.4%
-309.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | +1.8% | +1.9% | -0.1% | +1.6% |
| 30D | -9.2% | -9.7% | +0.5% | -8.2% |
| 3M | -0.3% | -18.0% | +17.8% | +1.3% |
| 6M | -11.0% | +15.3% | -26.2% | -14.0% |
| YTD | -19.2% | +2.2% | -21.4% | -20.9% |
| 1Y | -21.2% | +73.1% | -94.3% | -28.3% |
| 3Y | +18.6% | +242.7% | -224.1% | -6.6% |
| All | +19.3% | +328.4% | -309.0% | -9.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling