+161.6%
GWW vs GGLL
+195.8%
-34.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | +5.1% | +6.3% | -1.3% | +4.5% |
| 30D | +12.2% | -35.1% | +47.3% | +16.0% |
| 3M | +13.5% | -37.7% | +51.2% | +17.6% |
| 6M | +17.8% | -54.1% | +71.9% | +25.0% |
| YTD | +44.3% | -29.4% | +73.7% | +45.2% |
| 1Y | +52.8% | -13.4% | +66.2% | +49.8% |
| 3Y | +89.9% | +158.3% | -68.4% | +53.1% |
| All | +161.6% | +195.8% | -34.2% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling