-8.5%
GGLL vs GWRE
-28.5%
+20.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +7.7% | -2.0% | +9.6% | +7.9% |
| 30D | -30.2% | -4.1% | -26.2% | -30.0% |
| 3M | -31.3% | -13.4% | -17.9% | -30.7% |
| 6M | -52.1% | +26.0% | -78.1% | -52.1% |
| YTD | -25.9% | -21.3% | -4.6% | -19.6% |
| 1Y | -8.5% | -27.5% | +19.1% | +2.2% |
| All | -8.5% | -28.5% | +20.1% | +2.2% |
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