+35.4%
GLW vs GGLL
-15.1%
+50.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | +15.5% | +11.5% | +4.0% | +13.2% |
| 30D | -19.6% | -31.2% | +11.7% | -14.3% |
| 3M | -28.5% | -28.7% | +0.2% | -24.6% |
| 6M | -39.5% | -47.2% | +7.7% | -31.9% |
| YTD | +37.2% | -24.3% | +61.5% | +31.0% |
| 1Y | +35.4% | -12.0% | +47.4% | +23.6% |
| All | +35.4% | -15.1% | +50.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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