+188.6%
GGLL vs NWSA
+66.8%
+121.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +3.1% | -9.4% | +12.5% | +9.3% |
| 30D | -36.3% | -7.8% | -28.6% | -33.6% |
| 3M | -40.4% | -10.8% | -29.6% | -36.3% |
| 6M | -54.6% | +1.1% | -55.7% | -55.7% |
| YTD | -31.1% | +1.8% | -32.9% | -33.4% |
| 1Y | -19.2% | +6.0% | -25.2% | -24.6% |
| 3Y | +151.5% | +24.6% | +127.0% | +106.2% |
| All | +188.6% | +66.8% | +121.8% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling