-12.2%
GGLL vs WTW
+8.6%
-20.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.6% | +7.4% |
| 7D | -23.1% | +4.9% | -28.0% | -22.1% |
| 30D | -32.9% | +17.1% | -50.0% | -29.6% |
| 3M | -44.9% | -0.3% | -44.5% | -45.1% |
| 6M | -49.5% | +30.7% | -80.2% | -43.0% |
| YTD | -28.9% | +3.7% | -32.6% | -25.2% |
| 1Y | -12.2% | +5.9% | -18.1% | -3.9% |
| All | -12.2% | +8.6% | -20.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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