-11.7%
WDAY vs GGLL
+154.9%
-166.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.8% |
| 7D | -2.5% | +3.1% | -5.6% | -2.9% |
| 30D | +4.7% | -36.3% | +41.0% | +9.8% |
| 3M | +13.3% | -40.4% | +53.7% | +19.5% |
| 6M | +57.3% | -54.6% | +111.9% | +69.1% |
| YTD | -10.2% | -31.1% | +21.0% | -8.5% |
| 1Y | -14.1% | -19.2% | +5.1% | -14.5% |
| 3Y | -11.7% | +151.5% | -163.2% | -27.5% |
| All | -11.7% | +154.9% | -166.6% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling