+410.2%
GLW vs GGLL
+245.5%
+164.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.1% |
| 7D | +3.8% | -4.8% | +8.5% | +4.6% |
| 30D | -1.3% | -13.7% | +12.3% | +1.0% |
| 3M | -21.8% | -21.9% | 0.0% | -19.1% |
| 6M | +6.9% | +11.7% | -4.8% | +2.3% |
| YTD | +77.2% | +2.3% | +74.9% | +71.6% |
| 1Y | +123.2% | +76.2% | +47.1% | +97.6% |
| All | +410.2% | +245.5% | +164.7% | +302.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling