+217.5%
GGLL vs WCN
+41.4%
+176.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.4% |
| 7D | +11.5% | +1.2% | +10.3% | +11.3% |
| 30D | -31.2% | +26.4% | -57.7% | -34.2% |
| 3M | -28.7% | +17.5% | -46.2% | -30.6% |
| 6M | -47.2% | +28.7% | -75.9% | -49.8% |
| YTD | -24.3% | +11.5% | -35.8% | -25.6% |
| 1Y | -12.0% | +15.9% | -27.9% | -14.6% |
| 3Y | +169.6% | +51.6% | +118.0% | +132.1% |
| All | +217.5% | +41.4% | +176.0% | +202.3% |
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