+328.7%
GGLL vs GWRE
+152.6%
+176.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -19.9% | +17.6% | +3.2% |
| 7D | -4.8% | -21.1% | +16.3% | +1.0% |
| 30D | -13.7% | +1.3% | -15.0% | -15.0% |
| 3M | -21.9% | +7.4% | -29.3% | -24.9% |
| 6M | +11.7% | +5.6% | +6.0% | +5.9% |
| YTD | +2.3% | -19.2% | +21.5% | +7.0% |
| 1Y | +76.2% | -25.1% | +101.3% | +86.8% |
| 3Y | +245.0% | +87.7% | +157.3% | +110.3% |
| All | +328.7% | +152.6% | +176.1% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling