+188.6%
GGLL vs WU
-29.5%
+218.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | +3.1% | +11.7% | -8.6% | +0.5% |
| 30D | -36.3% | +12.6% | -48.9% | -38.3% |
| 3M | -40.4% | -0.5% | -39.9% | -40.4% |
| 6M | -54.6% | -18.2% | -36.4% | -52.7% |
| YTD | -31.1% | -19.0% | -12.1% | -28.4% |
| 1Y | -19.2% | -16.7% | -2.5% | -17.1% |
| 3Y | +151.5% | -21.0% | +172.6% | +152.8% |
| All | +188.6% | -29.5% | +218.2% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling