+328.7%
GGLL vs WU
-29.0%
+357.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -4.8% | -0.8% | -3.9% | -4.6% |
| 30D | -13.7% | -1.1% | -12.6% | -13.5% |
| 3M | -21.9% | -3.9% | -18.0% | -22.6% |
| 6M | +11.7% | -20.7% | +32.3% | +17.9% |
| YTD | +2.3% | -18.4% | +20.6% | +6.4% |
| 1Y | +76.2% | -8.1% | +84.2% | +73.4% |
| 3Y | +245.0% | -24.2% | +269.2% | +256.9% |
| All | +328.7% | -29.0% | +357.7% | +380.5% |
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