+145.6%
WMT vs GGLL
+328.4%
-182.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.1% | +1.9% | -1.7% | 0.0% |
| 30D | -5.0% | -9.7% | +4.8% | -4.5% |
| 3M | -11.3% | -18.0% | +6.7% | -10.7% |
| 6M | -13.8% | +15.3% | -29.0% | -15.1% |
| YTD | -4.2% | +2.2% | -6.4% | -5.1% |
| 1Y | +4.6% | +73.1% | -68.5% | -0.5% |
| 3Y | +100.5% | +242.7% | -142.2% | +75.8% |
| All | +145.6% | +328.4% | -182.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling