-12.2%
GGLL vs GWRE
-24.5%
+12.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.9% | +0.6% | +6.0% |
| 7D | -23.1% | +2.2% | -25.3% | -23.2% |
| 30D | -32.9% | +4.5% | -37.4% | -33.2% |
| 3M | -44.9% | +6.4% | -51.3% | -45.2% |
| 6M | -49.5% | +18.8% | -68.4% | -49.6% |
| YTD | -28.9% | -15.1% | -13.8% | -24.7% |
| 1Y | -12.2% | -23.4% | +11.2% | -4.7% |
| All | -12.2% | -24.5% | +12.3% | -4.7% |
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