+26.3%
WAT vs GGLL
-17.3%
+43.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | +3.4% | +5.1% | -1.7% | +3.0% |
| 30D | +9.6% | -35.5% | +45.1% | +13.1% |
| 3M | +15.5% | -39.2% | +54.6% | +19.5% |
| 6M | +33.9% | -54.4% | +88.3% | +44.7% |
| YTD | +25.2% | -29.8% | +55.0% | +22.6% |
| 1Y | +26.3% | -20.4% | +46.7% | +20.6% |
| All | +26.3% | -17.3% | +43.6% | +20.6% |
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