+7.3%
XYL vs GGLL
+188.6%
-181.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.4% |
| 7D | +5.9% | +3.1% | +2.8% | +5.6% |
| 30D | -3.9% | -36.3% | +32.4% | 0.0% |
| 3M | -18.7% | -40.4% | +21.7% | -14.9% |
| 6M | -16.9% | -54.6% | +37.8% | -10.8% |
| YTD | -27.4% | -31.1% | +3.8% | -26.6% |
| 1Y | -34.0% | -19.2% | -14.8% | -34.9% |
| 3Y | +5.6% | +151.5% | -145.9% | -15.1% |
| All | +7.3% | +188.6% | -181.3% | -15.6% |
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