+519.4%
HWM vs GGLL
+195.8%
+323.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.7% |
| 7D | +1.6% | +6.3% | -4.8% | +0.7% |
| 30D | -3.9% | -35.1% | +31.2% | +1.7% |
| 3M | -23.2% | -37.7% | +14.4% | -18.4% |
| 6M | -20.0% | -54.1% | +34.1% | -11.3% |
| YTD | +5.7% | -29.4% | +35.1% | +7.4% |
| 1Y | +4.9% | -13.4% | +18.3% | +2.3% |
| 3Y | +347.0% | +158.3% | +188.7% | +240.2% |
| All | +519.4% | +195.8% | +323.6% | +371.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling