+57.5%
WAT vs GGLL
+195.8%
-138.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.9% |
| 7D | +6.0% | +6.3% | -0.3% | +5.3% |
| 30D | +9.9% | -35.1% | +45.0% | +14.9% |
| 3M | +17.2% | -37.7% | +54.8% | +22.9% |
| 6M | +34.2% | -54.1% | +88.3% | +45.3% |
| YTD | +25.5% | -29.4% | +54.9% | +26.9% |
| 1Y | +28.3% | -13.4% | +41.7% | +25.8% |
| 3Y | +88.4% | +158.3% | -70.0% | +45.7% |
| All | +57.5% | +195.8% | -138.3% | +15.5% |
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 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