+148.1%
GGLL vs WCC
+106.2%
+41.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -1.4% |
| 7D | -1.3% | -21.9% | +20.6% | +6.3% |
| 30D | -36.3% | -25.4% | -10.8% | -30.7% |
| 3M | -42.7% | -23.1% | -19.6% | -38.8% |
| 6M | -53.1% | -18.1% | -35.0% | -51.7% |
| YTD | -32.1% | +17.7% | -49.8% | -39.5% |
| 1Y | -20.1% | +12.4% | -32.4% | -27.6% |
| All | +148.1% | +106.2% | +41.9% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling