+132.9%
WFC vs GGLL
+245.5%
-112.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +3.8% | -4.8% | +8.6% | +4.3% |
| 30D | +1.5% | -13.7% | +15.2% | +2.9% |
| 3M | +10.9% | -21.9% | +32.7% | +13.0% |
| 6M | +8.4% | +11.7% | -3.2% | +5.1% |
| YTD | -1.9% | +2.3% | -4.2% | -4.1% |
| 1Y | +12.3% | +76.2% | -63.8% | +2.1% |
| All | +132.9% | +245.5% | -112.6% | +90.4% |
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