+32.1%
GLW vs GGLL
-16.8%
+48.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.8% |
| 7D | -5.9% | +6.3% | -12.2% | -6.9% |
| 30D | -26.0% | -35.1% | +9.1% | -20.3% |
| 3M | -29.9% | -37.7% | +7.8% | -24.1% |
| 6M | -37.8% | -54.1% | +16.3% | -27.7% |
| YTD | +33.1% | -29.4% | +62.5% | +29.1% |
| All | +32.1% | -16.8% | +48.9% | +22.6% |
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