+217.5%
GGLL vs GWRE
+148.8%
+68.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.4% | +3.2% |
| 7D | +11.5% | -4.4% | +15.9% | +12.9% |
| 30D | -31.2% | -3.5% | -27.8% | -30.6% |
| 3M | -28.7% | -7.6% | -21.1% | -28.2% |
| 6M | -47.2% | +21.8% | -69.0% | -52.0% |
| YTD | -24.3% | -20.4% | -3.9% | -20.9% |
| 1Y | -12.0% | -27.6% | +15.6% | -4.4% |
| 3Y | +169.6% | +75.7% | +94.0% | +69.5% |
| All | +217.5% | +148.8% | +68.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling