+113.1%
WFC vs GGLL
+188.6%
-75.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +1.2% | +3.1% | -1.9% | +0.9% |
| 30D | +5.2% | -36.3% | +41.5% | +9.5% |
| 3M | -3.0% | -40.4% | +37.3% | +1.5% |
| 6M | +6.2% | -54.6% | +60.8% | +13.8% |
| YTD | -7.9% | -31.1% | +23.2% | -7.0% |
| 1Y | +0.3% | -19.2% | +19.5% | -1.2% |
| 3Y | +117.7% | +151.5% | -33.8% | +77.0% |
| All | +113.1% | +188.6% | -75.5% | +70.8% |
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