+41.3%
WWD vs GGLL
+70.5%
-29.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | -6.4% | -9.7% | +3.3% | -5.3% |
| 3M | -5.6% | -18.0% | +12.4% | -3.5% |
| 6M | -9.1% | +15.3% | -24.4% | -13.3% |
| YTD | +12.5% | +2.2% | +10.3% | +7.5% |
| 1Y | +41.3% | +73.1% | -31.8% | +27.9% |
| All | +41.3% | +70.5% | -29.2% | +27.9% |
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 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