+225.1%
WAB vs GGLL
+328.7%
-103.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.6% |
| 30D | -4.4% | -13.7% | +9.2% | -2.8% |
| 3M | +7.9% | -21.9% | +29.7% | +10.4% |
| 6M | +8.7% | +11.7% | -3.0% | +4.7% |
| YTD | +33.0% | +2.3% | +30.7% | +29.3% |
| 1Y | +46.7% | +76.2% | -29.5% | +30.6% |
| 3Y | +153.0% | +245.0% | -92.0% | +95.4% |
| All | +225.1% | +328.7% | -103.6% | +146.8% |
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