+328.7%
GGLL vs WSM
+245.7%
+83.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.0% |
| 7D | -4.8% | -3.3% | -1.5% | -3.7% |
| 30D | -13.7% | -8.4% | -5.3% | -11.1% |
| 3M | -21.9% | +9.7% | -31.5% | -24.4% |
| 6M | +11.7% | +16.7% | -5.0% | +5.5% |
| YTD | +2.3% | +28.7% | -26.4% | -6.8% |
| 1Y | +76.2% | +13.7% | +62.5% | +66.8% |
| 3Y | +245.0% | +230.1% | +14.9% | +111.3% |
| All | +328.7% | +245.7% | +83.0% | +168.0% |
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