+327.4%
GGLL vs WTW
+61.3%
+266.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.3% | +3.3% |
| 7D | -0.3% | -5.7% | +5.4% | 0.0% |
| 30D | -4.0% | -7.3% | +3.3% | -3.6% |
| 3M | -15.5% | +21.5% | -37.0% | -16.0% |
| 6M | +7.6% | +9.6% | -2.0% | +7.4% |
| YTD | +2.0% | -3.3% | +5.2% | +3.8% |
| 1Y | +63.9% | -6.1% | +70.1% | +68.1% |
| 3Y | +239.7% | +61.8% | +177.8% | +166.3% |
| All | +327.4% | +61.3% | +266.1% | +203.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling