+144.1%
WBD vs GGLL
+344.1%
-200.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +229.3% | +280.1% | -50.8% | +5.4% |
| 7D | +229.3% | +280.1% | -50.8% | +5.4% |
| 30D | +229.3% | +280.1% | -50.8% | +5.4% |
| 3M | +229.3% | +280.1% | -50.8% | +5.4% |
| 6M | +229.3% | +280.1% | -50.8% | +5.4% |
| YTD | +229.3% | +280.1% | -50.8% | +5.4% |
| 1Y | +229.3% | +280.1% | -50.8% | +5.4% |
| 3Y | +206.7% | +262.4% | -55.6% | -0.8% |
| All | +144.1% | +344.1% | -200.0% | -26.0% |
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