-12.2%
GGLL vs WETO
-99.3%
+87.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +11.4% | -4.9% | +6.3% |
| 7D | -23.1% | +3.6% | -26.7% | -23.2% |
| 30D | -32.9% | -17.2% | -15.6% | -32.8% |
| 3M | -44.9% | -83.7% | +38.8% | -46.3% |
| 6M | -49.5% | -98.3% | +48.7% | -53.0% |
| YTD | -28.9% | -99.0% | +70.1% | -35.7% |
| 1Y | -12.2% | -99.4% | +87.2% | -22.3% |
| All | -12.2% | -99.3% | +87.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling