+135.7%
WMT vs GGLL
+154.9%
-19.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | +1.6% | +3.1% | -1.5% | +1.5% |
| 30D | +16.1% | -36.3% | +52.4% | +17.8% |
| 3M | +12.3% | -40.4% | +52.6% | +14.2% |
| 6M | -3.1% | -54.6% | +51.5% | -0.5% |
| YTD | +13.4% | -31.1% | +44.5% | +13.9% |
| 1Y | +24.5% | -19.2% | +43.7% | +23.8% |
| 3Y | +135.7% | +151.5% | -15.8% | +118.5% |
| All | +135.7% | +154.9% | -19.3% | +118.5% |
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