+195.8%
GGLL vs WCN
+38.6%
+157.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +6.3% | +1.2% | +5.2% | +6.2% |
| 30D | -35.1% | +24.6% | -59.7% | -37.8% |
| 3M | -37.7% | +14.2% | -51.9% | -39.1% |
| 6M | -54.1% | +25.7% | -79.8% | -56.2% |
| YTD | -29.4% | +9.3% | -38.7% | -30.5% |
| 1Y | -13.4% | +15.3% | -28.7% | -16.1% |
| 3Y | +158.3% | +48.6% | +109.7% | +122.9% |
| All | +195.8% | +38.6% | +157.2% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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