+206.5%
WELL vs GGLL
+157.4%
+49.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +3.0% | +5.1% | -2.1% | +3.0% |
| 30D | +10.2% | -35.5% | +45.7% | +10.8% |
| 3M | +6.1% | -39.2% | +45.3% | +6.8% |
| 6M | +16.6% | -54.4% | +71.0% | +18.1% |
| YTD | +35.3% | -29.8% | +65.2% | +35.2% |
| 1Y | +31.5% | -20.4% | +51.9% | +30.9% |
| 3Y | +206.5% | +149.7% | +56.7% | +193.6% |
| All | +206.5% | +157.4% | +49.1% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling