+225.1%
GGLL vs GWRE
+51.5%
+173.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -3.5% |
| 7D | -3.9% | -26.2% | +22.3% | +1.5% |
| 30D | -15.4% | -17.8% | +2.4% | -12.7% |
| 3M | -21.9% | +14.2% | -36.1% | -24.9% |
| 6M | +4.5% | -12.9% | +17.4% | +5.8% |
| YTD | -2.4% | -29.2% | +26.8% | +5.0% |
| 1Y | +57.8% | -44.4% | +102.2% | +83.7% |
| All | +225.1% | +51.5% | +173.6% | +114.8% |
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