+217.5%
GGLL vs WTW
+68.6%
+148.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +11.5% | -2.3% | +13.8% | +11.6% |
| 30D | -31.2% | +10.7% | -41.9% | -31.6% |
| 3M | -28.7% | -3.1% | -25.6% | -28.5% |
| 6M | -47.2% | +31.7% | -78.9% | -47.7% |
| YTD | -24.3% | +1.1% | -25.3% | -23.0% |
| 1Y | -12.0% | +4.1% | -16.1% | -11.3% |
| 3Y | +169.6% | +42.1% | +127.5% | +134.8% |
| All | +217.5% | +68.6% | +148.9% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling