+169.0%
GWW vs GGLL
+206.6%
-37.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +14.0% | -33.1% | +47.1% | +17.4% |
| 3M | +14.4% | -31.2% | +45.6% | +17.4% |
| 6M | +21.7% | -49.4% | +71.0% | +27.9% |
| YTD | +48.4% | -26.8% | +75.3% | +48.9% |
| 1Y | +58.4% | -17.7% | +76.1% | +56.4% |
| 3Y | +92.3% | +160.4% | -68.2% | +55.3% |
| All | +169.0% | +206.6% | -37.6% | +104.4% |
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