+194.0%
GGLL vs WU
-28.9%
+223.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +5.1% | +11.0% | -5.9% | +2.5% |
| 30D | -35.5% | +13.4% | -48.9% | -37.5% |
| 3M | -39.2% | +2.2% | -41.4% | -39.6% |
| 6M | -54.4% | -18.2% | -36.2% | -52.3% |
| YTD | -29.8% | -18.3% | -11.6% | -27.1% |
| 1Y | -20.4% | -12.2% | -8.2% | -19.8% |
| 3Y | +149.7% | -20.8% | +170.5% | +151.3% |
| All | +194.0% | -28.9% | +223.0% | +228.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling