+195.8%
GGLL vs WCC
+144.1%
+51.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | -0.1% |
| 7D | +6.3% | -5.7% | +12.0% | +7.7% |
| 30D | -35.1% | -13.5% | -21.6% | -32.8% |
| 3M | -37.7% | -12.9% | -24.8% | -36.2% |
| 6M | -54.1% | -10.7% | -43.4% | -54.0% |
| YTD | -29.4% | +30.0% | -59.4% | -38.6% |
| 1Y | -13.4% | +24.7% | -38.1% | -23.5% |
| 3Y | +158.3% | +136.6% | +21.8% | +75.2% |
| All | +195.8% | +144.1% | +51.7% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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