+51.2%
WAT vs GGLL
+188.6%
-137.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -1.1% | +3.1% | -4.2% | -1.5% |
| 30D | +5.0% | -36.3% | +41.3% | +10.0% |
| 3M | +14.5% | -40.4% | +54.8% | +20.7% |
| 6M | +30.9% | -54.6% | +85.5% | +41.9% |
| YTD | +20.5% | -31.1% | +51.6% | +22.2% |
| 1Y | +23.3% | -19.2% | +42.5% | +22.0% |
| 3Y | +81.5% | +151.5% | -70.1% | +40.9% |
| All | +51.2% | +188.6% | -137.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling