+44.9%
WAB vs GGLL
-11.6%
+56.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | +0.8% |
| 7D | +4.5% | -23.1% | +27.6% | +5.6% |
| 30D | +1.1% | -32.9% | +34.0% | +2.9% |
| 3M | -1.3% | -44.9% | +43.6% | +1.7% |
| 6M | +12.7% | -49.5% | +62.3% | +17.4% |
| YTD | +38.7% | -28.9% | +67.6% | +34.3% |
| 1Y | +44.9% | -12.2% | +57.1% | +37.7% |
| All | +44.9% | -11.6% | +56.6% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling