+328.4%
GGLL vs WCN
+18.7%
+309.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -9.7% | -2.1% | -7.6% | -9.3% |
| 3M | -18.0% | +6.4% | -24.4% | -19.3% |
| 6M | +15.3% | -3.7% | +18.9% | +16.0% |
| YTD | +2.2% | -6.4% | +8.6% | +3.5% |
| 1Y | +73.1% | -7.9% | +81.0% | +76.0% |
| 3Y | +242.7% | +20.8% | +221.9% | +211.4% |
| All | +328.4% | +18.7% | +309.6% | +320.6% |
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