-12.2%
GGLL vs NWSA
+18.2%
-30.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.7% | +2.8% | +4.8% |
| 7D | -23.1% | +4.3% | -27.4% | -24.6% |
| 30D | -32.9% | +5.6% | -38.5% | -34.8% |
| 3M | -44.9% | +7.3% | -52.1% | -46.7% |
| 6M | -49.5% | +18.8% | -68.4% | -53.2% |
| YTD | -28.9% | +17.9% | -46.8% | -34.2% |
| 1Y | -12.2% | +19.3% | -31.5% | -18.2% |
| All | -12.2% | +18.2% | -30.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling