+242.7%
GGLL vs WTW
+65.4%
+177.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.6% |
| 7D | +1.9% | -2.7% | +4.6% | +1.4% |
| 30D | -9.7% | -5.6% | -4.1% | -10.7% |
| 3M | -18.0% | +26.5% | -44.5% | -13.7% |
| 6M | +15.3% | +8.1% | +7.1% | +18.9% |
| YTD | +2.2% | -0.3% | +2.5% | +5.1% |
| 1Y | +73.1% | -0.9% | +73.9% | +78.3% |
| 3Y | +242.7% | +66.6% | +176.1% | +262.0% |
| All | +242.7% | +65.4% | +177.3% | +262.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling