+125.6%
WFC vs GGLL
+152.2%
-26.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.9% |
| 3M | -1.4% | -39.2% | +37.7% | +2.5% |
| 6M | +14.7% | -54.4% | +69.1% | +22.1% |
| YTD | -5.9% | -29.8% | +23.9% | -5.5% |
| 1Y | +1.8% | -20.4% | +22.3% | +0.5% |
| All | +125.6% | +152.2% | -26.6% | +96.2% |
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