+210.8%
GGLL vs NWSA
+70.5%
+140.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -3.9% |
| 7D | +7.7% | +2.2% | +5.5% | +6.0% |
| 30D | -30.2% | -8.8% | -21.5% | -26.7% |
| 3M | -31.3% | -6.5% | -24.8% | -28.9% |
| 6M | -52.1% | +1.5% | -53.6% | -53.4% |
| YTD | -25.9% | +4.0% | -29.9% | -29.4% |
| 1Y | -8.5% | +3.4% | -11.9% | -12.7% |
| 3Y | +165.5% | +34.8% | +130.7% | +105.7% |
| All | +210.8% | +70.5% | +140.3% | +92.0% |
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