+848.3%
WDC vs GGLL
+210.8%
+637.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -4.4% |
| 7D | +12.1% | +7.7% | +4.4% | +9.8% |
| 30D | -18.8% | -30.2% | +11.4% | -10.8% |
| 3M | -39.3% | -31.3% | -8.0% | -33.7% |
| 6M | -40.1% | -52.1% | +12.0% | -27.9% |
| YTD | +71.8% | -25.9% | +97.7% | +76.9% |
| 1Y | +88.5% | -8.5% | +96.9% | +81.4% |
| 3Y | +770.0% | +165.5% | +604.4% | +466.6% |
| All | +848.3% | +210.8% | +637.5% | +476.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling