+489.1%
HWM vs GGLL
+188.6%
+300.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +2.2% |
| 7D | +3.3% | +3.1% | +0.2% | +2.8% |
| 30D | -7.6% | -36.3% | +28.7% | -1.9% |
| 3M | -28.9% | -40.4% | +11.4% | -24.0% |
| 6M | -19.7% | -54.6% | +35.0% | -10.9% |
| YTD | +0.5% | -31.1% | +31.7% | +2.5% |
| 1Y | +0.3% | -19.2% | +19.4% | -1.1% |
| 3Y | +325.8% | +151.5% | +174.3% | +225.3% |
| All | +489.1% | +188.6% | +300.5% | +349.7% |
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 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