+194.0%
GGLL vs WING
+30.8%
+163.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.2% |
| 7D | +5.1% | +5.0% | +0.1% | +4.1% |
| 30D | -35.5% | +38.7% | -74.2% | -39.8% |
| 3M | -39.2% | +44.7% | -83.9% | -43.9% |
| 6M | -54.4% | +31.5% | -85.9% | -57.4% |
| YTD | -29.8% | -28.4% | -1.4% | -27.3% |
| 1Y | -20.4% | -28.2% | +7.8% | -17.7% |
| 3Y | +149.7% | -18.4% | +168.2% | +129.1% |
| All | +194.0% | +30.8% | +163.3% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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