+242.7%
WAB vs GGLL
+195.8%
+46.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +4.9% |
| 7D | +4.0% | +6.3% | -2.4% | +3.2% |
| 30D | +4.5% | -35.1% | +39.6% | +9.3% |
| 3M | +2.3% | -37.7% | +40.0% | +7.3% |
| 6M | +12.5% | -54.1% | +66.6% | +21.9% |
| YTD | +40.2% | -29.4% | +69.6% | +41.3% |
| 1Y | +45.2% | -13.4% | +58.6% | +41.6% |
| 3Y | +171.8% | +158.3% | +13.5% | +116.3% |
| All | +242.7% | +195.8% | +46.9% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling