+188.1%
GGLL vs WETO
-99.4%
+287.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +1.0% |
| 7D | -5.8% | -19.9% | +14.1% | -5.5% |
| 30D | -7.2% | -42.7% | +35.5% | -11.1% |
| 3M | -17.5% | -97.7% | +80.2% | -22.7% |
| 6M | +5.1% | -94.4% | +99.5% | -3.2% |
| YTD | -1.3% | -97.0% | +95.7% | -8.4% |
| 1Y | +60.2% | -98.9% | +159.1% | +50.8% |
| All | +188.1% | -99.4% | +287.5% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling