+827.6%
WDC vs GGLL
+194.0%
+633.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -16.7% | +5.1% | -21.8% | -17.9% |
| 30D | -27.2% | -35.5% | +8.3% | -18.2% |
| 3M | -34.0% | -39.2% | +5.1% | -25.3% |
| 6M | -39.7% | -54.4% | +14.7% | -26.6% |
| YTD | +68.1% | -29.8% | +97.9% | +75.7% |
| 1Y | +66.3% | -20.4% | +86.7% | +66.9% |
| 3Y | +754.4% | +149.7% | +604.7% | +466.3% |
| All | +827.6% | +194.0% | +633.5% | +472.7% |
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