+48.5%
WM vs GGLL
+184.7%
-136.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +1.1% |
| 7D | +4.5% | -1.3% | +5.8% | +4.5% |
| 30D | +16.1% | -36.3% | +52.3% | +15.8% |
| 3M | +8.0% | -42.7% | +50.7% | +7.8% |
| 6M | +8.4% | -53.1% | +61.5% | +8.2% |
| YTD | +11.2% | -32.1% | +43.3% | +10.8% |
| 1Y | +22.3% | -20.1% | +42.4% | +21.6% |
| 3Y | +50.2% | +151.7% | -101.5% | +44.1% |
| All | +48.5% | +184.7% | -136.2% | +42.4% |
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 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