+151.5%
GGLL vs WCN
+45.2%
+106.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.4% |
| 7D | +3.1% | +2.9% | +0.2% | +3.1% |
| 30D | -36.3% | +22.1% | -58.4% | -37.2% |
| 3M | -40.4% | +13.2% | -53.5% | -40.7% |
| 6M | -54.6% | +23.7% | -78.3% | -55.3% |
| YTD | -31.1% | +8.7% | -39.9% | -31.2% |
| 1Y | -19.2% | +15.3% | -34.5% | -20.0% |
| 3Y | +151.5% | +46.0% | +105.5% | +151.5% |
| All | +151.5% | +45.2% | +106.4% | +151.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling