-53.1%
GGLL vs WING
+10.4%
-63.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.3% |
| 7D | -1.3% | +14.0% | -15.3% | -3.0% |
| 30D | -36.3% | +47.7% | -84.0% | -40.5% |
| 3M | -42.7% | +34.2% | -76.9% | -46.2% |
| 6M | -53.1% | +13.6% | -66.6% | -54.6% |
| All | -53.1% | +10.4% | -63.4% | -54.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling