+116.4%
WFC vs GGLL
+154.9%
-38.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +0.6% | +3.1% | -2.5% | +0.4% |
| 30D | +4.6% | -36.3% | +40.9% | +8.4% |
| 3M | -3.6% | -40.4% | +36.7% | +0.4% |
| 6M | +5.6% | -54.6% | +60.2% | +12.4% |
| YTD | -8.5% | -31.1% | +22.7% | -7.9% |
| 1Y | -0.3% | -19.2% | +18.9% | -2.0% |
| 3Y | +116.4% | +151.5% | -35.1% | +86.2% |
| All | +116.4% | +154.9% | -38.5% | +86.2% |
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