+642.1%
HWM vs GGLL
+328.7%
+313.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -2.1% | -4.8% | +2.7% | -1.3% |
| 30D | -11.0% | -13.7% | +2.7% | -8.9% |
| 3M | +4.0% | -21.9% | +25.9% | +7.3% |
| 6M | -0.2% | +11.7% | -11.9% | -4.1% |
| YTD | +26.7% | +2.3% | +24.4% | +23.1% |
| 1Y | +44.7% | +76.2% | -31.5% | +26.3% |
| 3Y | +426.1% | +245.0% | +181.1% | +286.8% |
| All | +642.1% | +328.7% | +313.5% | +439.8% |
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