+131.0%
GWW vs GGLL
+309.0%
-178.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.4% |
| 7D | -0.5% | -3.9% | +3.4% | -0.1% |
| 30D | -1.4% | -15.4% | +13.9% | +0.1% |
| 3M | -3.6% | -21.9% | +18.3% | -2.0% |
| 6M | +15.1% | +4.5% | +10.6% | +12.8% |
| YTD | +27.5% | -2.4% | +29.9% | +25.5% |
| 1Y | +29.6% | +57.8% | -28.2% | +20.1% |
| 3Y | +90.1% | +227.2% | -137.1% | +51.9% |
| All | +131.0% | +309.0% | -178.0% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling