+417.4%
WDC vs GGLL
+80.0%
+337.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +6.7% |
| 7D | +1.7% | -4.8% | +6.5% | +3.4% |
| 30D | -10.0% | -13.7% | +3.7% | -5.5% |
| 3M | -18.8% | -21.9% | +3.1% | -12.2% |
| 6M | +79.0% | +11.7% | +67.4% | +57.8% |
| YTD | +171.6% | +2.3% | +169.3% | +145.9% |
| 1Y | +417.4% | +76.2% | +341.2% | +282.8% |
| All | +417.4% | +80.0% | +337.4% | +282.8% |
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