+171.3%
GGLL vs GWRE
+76.3%
+95.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +3.3% |
| 7D | +11.5% | -4.4% | +15.9% | +12.4% |
| 30D | -31.2% | -3.5% | -27.8% | -30.8% |
| 3M | -28.7% | -7.6% | -21.1% | -28.3% |
| 6M | -47.2% | +21.8% | -69.0% | -50.0% |
| YTD | -24.3% | -20.4% | -3.9% | -20.8% |
| 1Y | -12.0% | -27.6% | +15.6% | -5.4% |
| All | +171.3% | +76.3% | +95.0% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling