+23.5%
WWD vs GGLL
-17.3%
+40.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | +0.4% | +5.1% | -4.7% | 0.0% |
| 30D | -0.4% | -35.5% | +35.1% | +3.8% |
| 3M | -6.1% | -39.2% | +33.1% | -1.5% |
| 6M | -9.5% | -54.4% | +44.9% | -0.7% |
| YTD | +10.8% | -29.8% | +40.7% | +7.7% |
| 1Y | +23.5% | -20.4% | +43.9% | +17.4% |
| All | +23.5% | -17.3% | +40.8% | +17.4% |
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