+73.1%
GGLL vs WSM
+14.1%
+59.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | -9.7% | -9.5% | -0.2% | -6.3% |
| 3M | -18.0% | +12.9% | -30.9% | -21.8% |
| 6M | +15.3% | +23.0% | -7.8% | +5.9% |
| YTD | +2.2% | +28.9% | -26.7% | -7.4% |
| 1Y | +73.1% | +13.7% | +59.4% | +62.1% |
| All | +73.1% | +14.1% | +59.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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