+139.3%
GWW vs GGLL
+328.7%
-189.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +1.4% | -4.8% | +6.2% | +1.8% |
| 30D | +3.3% | -13.7% | +17.0% | +4.6% |
| 3M | +2.9% | -21.9% | +24.8% | +4.8% |
| 6M | +15.8% | +11.7% | +4.1% | +12.7% |
| YTD | +32.0% | +2.3% | +29.8% | +29.4% |
| 1Y | +29.9% | +76.2% | -46.3% | +19.0% |
| 3Y | +91.1% | +245.0% | -153.9% | +51.9% |
| All | +139.3% | +328.7% | -189.4% | +77.7% |
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