+92.6%
GWW vs GGLL
+154.9%
-62.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +6.0% | +3.1% | +2.9% | +5.8% |
| 30D | +14.0% | -36.3% | +50.4% | +16.6% |
| 3M | +12.5% | -40.4% | +52.9% | +15.5% |
| 6M | +23.6% | -54.6% | +78.3% | +28.8% |
| YTD | +43.6% | -31.1% | +74.8% | +44.2% |
| 1Y | +52.5% | -19.2% | +71.7% | +50.9% |
| 3Y | +92.6% | +151.5% | -59.0% | +73.2% |
| All | +92.6% | +154.9% | -62.4% | +73.2% |
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