+22.3%
WM vs GGLL
-16.9%
+39.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +0.9% |
| 7D | +4.5% | -1.3% | +5.8% | +4.4% |
| 30D | +16.1% | -36.3% | +52.3% | +13.9% |
| 3M | +8.0% | -42.7% | +50.7% | +5.5% |
| 6M | +8.4% | -53.1% | +61.5% | +5.3% |
| YTD | +11.2% | -32.1% | +43.3% | +10.3% |
| 1Y | +22.3% | -20.1% | +42.4% | +23.4% |
| All | +22.3% | -16.9% | +39.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling