+213.3%
WPM vs GGLL
+154.9%
+58.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | +16.9% | +3.1% | +13.8% | +16.6% |
| 30D | +2.0% | -36.3% | +38.3% | +6.5% |
| 3M | +8.9% | -40.4% | +49.3% | +14.3% |
| 6M | +1.6% | -54.6% | +56.2% | +9.1% |
| YTD | +16.5% | -31.1% | +47.6% | +19.0% |
| 1Y | +42.2% | -19.2% | +61.4% | +42.8% |
| 3Y | +213.3% | +151.5% | +61.8% | +182.9% |
| All | +213.3% | +154.9% | +58.4% | +182.9% |
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