-19.9%
GGLL vs NWSA
-0.3%
-19.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | +6.3% | -10.5% | +16.9% | +11.8% |
| 30D | -35.1% | -8.8% | -26.3% | -32.8% |
| 3M | -37.7% | -6.5% | -31.1% | -36.1% |
| 6M | -54.1% | -1.3% | -52.8% | -54.4% |
| YTD | -29.4% | +2.5% | -31.9% | -30.6% |
| All | -19.9% | -0.3% | -19.6% | -20.6% |
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 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