+328.4%
GGLL vs NWSA
+87.9%
+240.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.2% |
| 7D | +1.9% | -2.6% | +4.5% | +3.8% |
| 30D | -9.7% | +4.6% | -14.3% | -12.5% |
| 3M | -18.0% | +10.2% | -28.2% | -23.8% |
| 6M | +15.3% | +21.6% | -6.4% | +0.1% |
| YTD | +2.2% | +14.6% | -12.4% | -7.9% |
| 1Y | +73.1% | +0.4% | +72.7% | +70.9% |
| 3Y | +242.7% | +45.0% | +197.7% | +156.4% |
| All | +328.4% | +87.9% | +240.5% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling