-12.0%
GGLL vs WU
-16.8%
+4.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.4% |
| 7D | +11.5% | -5.3% | +16.8% | +11.0% |
| 30D | -31.2% | +9.0% | -40.3% | -30.8% |
| 3M | -28.7% | -3.6% | -25.1% | -28.6% |
| 6M | -47.2% | -19.4% | -27.8% | -47.3% |
| YTD | -24.3% | -21.7% | -2.6% | -24.1% |
| 1Y | -12.0% | -16.1% | +4.1% | -14.3% |
| All | -12.0% | -16.8% | +4.8% | -14.3% |
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