+264.5%
WWD vs GGLL
+194.0%
+70.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +0.4% | +5.1% | -4.7% | -0.2% |
| 30D | -0.4% | -35.5% | +35.1% | +4.6% |
| 3M | -6.1% | -39.2% | +33.1% | -0.9% |
| 6M | -9.5% | -54.4% | +44.9% | -1.4% |
| YTD | +10.8% | -29.8% | +40.7% | +12.5% |
| 1Y | +23.5% | -20.4% | +43.9% | +23.0% |
| 3Y | +151.3% | +149.7% | +1.5% | +102.4% |
| All | +264.5% | +194.0% | +70.4% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling