+76.2%
GGLL vs GWRE
-25.4%
+101.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -19.9% | +17.6% | -1.1% |
| 7D | -4.8% | -21.1% | +16.3% | -3.6% |
| 30D | -13.7% | +1.3% | -15.0% | -13.6% |
| 3M | -21.9% | +7.4% | -29.3% | -22.2% |
| 6M | +11.7% | +5.6% | +6.0% | +11.6% |
| YTD | +2.3% | -19.2% | +21.5% | +5.3% |
| 1Y | +76.2% | -25.1% | +101.3% | +80.5% |
| All | +76.2% | -25.4% | +101.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling