+172.9%
WAB vs GGLL
+163.0%
+10.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.3% |
| 7D | +3.1% | +2.9% | +0.2% | +2.8% |
| 30D | +6.4% | -33.1% | +39.6% | +10.9% |
| 3M | +2.2% | -31.2% | +33.4% | +5.9% |
| 6M | +13.7% | -49.4% | +63.1% | +21.7% |
| YTD | +43.0% | -26.8% | +69.8% | +43.1% |
| 1Y | +47.0% | -17.7% | +64.7% | +43.9% |
| All | +172.9% | +163.0% | +10.0% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling