+309.0%
GGLL vs GWRE
+121.2%
+187.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.0% | +0.5% | -3.1% |
| 7D | -3.9% | -26.2% | +22.3% | +3.7% |
| 30D | -15.4% | -17.8% | +2.4% | -11.7% |
| 3M | -21.9% | +14.2% | -36.1% | -26.5% |
| 6M | +4.5% | -12.9% | +17.4% | +5.3% |
| YTD | -2.4% | -29.2% | +26.8% | +5.8% |
| 1Y | +57.8% | -44.4% | +102.2% | +88.6% |
| 3Y | +227.2% | +51.1% | +176.1% | +118.0% |
| All | +309.0% | +121.2% | +187.8% | +105.0% |
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