-12.2%
GGLL vs WU
-18.0%
+5.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.4% | +1.1% | +6.9% |
| 7D | -23.1% | +8.2% | -31.3% | -22.6% |
| 30D | -32.9% | +8.0% | -40.9% | -32.4% |
| 3M | -44.9% | -6.6% | -38.2% | -45.0% |
| 6M | -49.5% | -23.3% | -26.3% | -49.6% |
| YTD | -28.9% | -22.4% | -6.5% | -29.0% |
| 1Y | -12.2% | -18.0% | +5.8% | -13.3% |
| All | -12.2% | -18.0% | +5.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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