+34.1%
WPM vs GGLL
-17.3%
+51.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | +16.4% | +5.1% | +11.3% | +15.6% |
| 30D | -1.5% | -35.5% | +34.0% | +3.6% |
| 3M | +2.6% | -39.2% | +41.7% | +8.4% |
| 6M | -1.3% | -54.4% | +53.0% | +8.7% |
| YTD | +16.8% | -29.8% | +46.6% | +16.2% |
| 1Y | +34.1% | -20.4% | +54.5% | +30.4% |
| All | +34.1% | -17.3% | +51.4% | +30.4% |
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