+73.1%
GGLL vs WU
-11.3%
+84.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | +1.9% | -0.8% | +2.7% | +1.8% |
| 30D | -9.7% | -1.1% | -8.6% | -9.7% |
| 3M | -18.0% | -1.8% | -16.2% | -19.8% |
| 6M | +15.3% | -23.9% | +39.2% | +16.3% |
| YTD | +2.2% | -20.4% | +22.6% | +2.7% |
| 1Y | +73.1% | -10.6% | +83.7% | +61.5% |
| All | +73.1% | -11.3% | +84.4% | +61.5% |
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