+117.7%
WFC vs GGLL
+194.0%
-76.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.9% | +5.1% | -4.2% | +0.4% |
| 30D | +3.3% | -35.5% | +38.7% | +7.4% |
| 3M | -1.4% | -39.2% | +37.7% | +3.0% |
| 6M | +14.7% | -54.4% | +69.1% | +22.9% |
| YTD | -5.9% | -29.8% | +23.9% | -5.2% |
| 1Y | +1.8% | -20.4% | +22.3% | +0.7% |
| 3Y | +124.9% | +149.7% | -24.8% | +83.2% |
| All | +117.7% | +194.0% | -76.3% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling