+60.2%
GGLL vs WTW
-2.8%
+63.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.3% |
| 7D | -5.8% | -7.8% | +2.0% | -8.4% |
| 30D | -7.2% | -7.9% | +0.7% | -9.9% |
| 3M | -17.5% | +19.9% | -37.5% | -9.6% |
| 6M | +5.1% | +9.8% | -4.7% | +11.0% |
| YTD | -1.3% | -3.3% | +2.0% | +1.3% |
| 1Y | +60.2% | -3.3% | +63.5% | +68.7% |
| All | +60.2% | -2.8% | +63.1% | +68.7% |
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