+113.2%
WDC vs GGLL
-11.6%
+124.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.3% | -8.5% |
| 7D | -18.3% | -23.1% | +4.8% | -13.4% |
| 30D | -26.7% | -32.9% | +6.2% | -18.9% |
| 3M | -40.9% | -44.9% | +3.9% | -30.7% |
| 6M | -26.8% | -49.5% | +22.8% | -12.2% |
| YTD | +88.2% | -28.9% | +117.1% | +82.2% |
| 1Y | +113.2% | -12.2% | +125.4% | +78.9% |
| All | +113.2% | -11.6% | +124.8% | +78.9% |
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 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