+328.7%
GGLL vs NWSA
+91.5%
+237.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.1% |
| 7D | -4.8% | -1.9% | -2.9% | -3.5% |
| 30D | -13.7% | +4.6% | -18.3% | -16.4% |
| 3M | -21.9% | +13.2% | -35.1% | -28.7% |
| 6M | +11.7% | +27.0% | -15.3% | -5.9% |
| YTD | +2.3% | +16.8% | -14.6% | -9.0% |
| 1Y | +76.2% | +4.5% | +71.7% | +68.8% |
| 3Y | +245.0% | +46.2% | +198.8% | +156.7% |
| All | +328.7% | +91.5% | +237.2% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling