+313.5%
GGLL vs GWRE
+117.9%
+195.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -5.8% | -30.9% | +25.2% | +3.5% |
| 30D | -7.2% | -20.7% | +13.5% | -2.1% |
| 3M | -17.5% | +20.2% | -37.7% | -23.6% |
| 6M | +5.1% | -11.9% | +16.9% | +5.3% |
| YTD | -1.3% | -30.3% | +29.0% | +7.4% |
| 1Y | +60.2% | -44.6% | +104.8% | +91.3% |
| 3Y | +230.8% | +48.8% | +182.0% | +121.3% |
| All | +313.5% | +117.9% | +195.7% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling