-20.4%
GGLL vs WCC
+23.4%
-43.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.1% | -9.9% | +15.0% | +7.1% |
| 30D | -35.5% | -13.4% | -22.1% | -33.8% |
| 3M | -39.2% | -13.5% | -25.7% | -37.9% |
| 6M | -54.4% | -10.6% | -43.8% | -54.4% |
| YTD | -29.8% | +30.1% | -59.9% | -43.1% |
| 1Y | -20.4% | +22.3% | -42.7% | -33.3% |
| All | -20.4% | +23.4% | -43.8% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling