+746.1%
WDC vs GGLL
+188.6%
+557.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | -28.0% | +3.1% | -31.0% | -28.5% |
| 30D | -34.9% | -36.3% | +1.4% | -26.7% |
| 3M | -41.6% | -40.4% | -1.2% | -33.5% |
| 6M | -45.4% | -54.6% | +9.2% | -33.5% |
| YTD | +53.3% | -31.1% | +84.4% | +61.1% |
| 1Y | +61.5% | -19.2% | +80.7% | +61.2% |
| 3Y | +712.3% | +151.5% | +560.8% | +436.4% |
| All | +746.1% | +188.6% | +557.4% | +424.9% |
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