+188.6%
GGLL vs WSM
+287.3%
-98.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | +3.1% | +0.5% | +2.6% | +2.9% |
| 30D | -36.3% | +6.0% | -42.3% | -37.9% |
| 3M | -40.4% | +3.2% | -43.6% | -41.4% |
| 6M | -54.6% | +37.1% | -91.7% | -59.6% |
| YTD | -31.1% | +44.2% | -75.3% | -40.0% |
| 1Y | -19.2% | +34.2% | -53.4% | -28.1% |
| 3Y | +151.5% | +249.3% | -97.7% | +50.9% |
| All | +188.6% | +287.3% | -98.7% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling