-19.2%
GGLL vs WU
-16.0%
-3.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.2% |
| 7D | +3.1% | +11.7% | -8.6% | +4.0% |
| 30D | -36.3% | +12.6% | -48.9% | -35.6% |
| 3M | -40.4% | -0.5% | -39.9% | -40.1% |
| 6M | -54.6% | -18.2% | -36.4% | -54.5% |
| YTD | -31.1% | -19.0% | -12.1% | -30.9% |
| 1Y | -19.2% | -16.7% | -2.5% | -19.8% |
| All | -19.2% | -16.0% | -3.1% | -19.8% |
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