+122.8%
WBD vs GGLL
+328.7%
-205.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | -1.8% | -4.8% | +3.0% | -0.9% |
| 30D | +8.8% | -13.7% | +22.5% | +11.6% |
| 3M | +4.6% | -21.9% | +26.5% | +8.2% |
| 6M | +1.1% | +11.7% | -10.6% | -4.9% |
| YTD | -2.0% | +2.3% | -4.3% | -6.4% |
| 1Y | +140.0% | +76.2% | +63.8% | +97.0% |
| 3Y | +144.4% | +245.0% | -100.6% | +53.5% |
| All | +122.8% | +328.7% | -205.9% | +30.9% |
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