+1,398.9%
WDC vs GGLL
+328.7%
+1,070.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +6.6% |
| 7D | +1.7% | -4.8% | +6.5% | +3.2% |
| 30D | -10.0% | -13.7% | +3.7% | -6.0% |
| 3M | -18.8% | -21.9% | +3.1% | -13.6% |
| 6M | +79.0% | +11.7% | +67.4% | +67.2% |
| YTD | +171.6% | +2.3% | +169.3% | +159.2% |
| 1Y | +417.4% | +76.2% | +341.2% | +318.4% |
| 3Y | +1,251.8% | +245.0% | +1,006.8% | +725.6% |
| All | +1,398.9% | +328.7% | +1,070.2% | +744.9% |
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