+309.0%
GGLL vs WTW
+60.3%
+248.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -4.3% |
| 7D | -3.9% | -7.1% | +3.2% | -3.6% |
| 30D | -15.4% | -8.5% | -6.8% | -15.0% |
| 3M | -21.9% | +20.6% | -42.5% | -22.3% |
| 6M | +4.5% | +7.2% | -2.7% | +4.6% |
| YTD | -2.4% | -3.9% | +1.4% | -0.6% |
| 1Y | +57.8% | -3.6% | +61.4% | +60.2% |
| 3Y | +227.2% | +60.7% | +166.5% | +156.8% |
| All | +309.0% | +60.3% | +248.7% | +190.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling