+150.1%
WWD vs GGLL
+172.3%
-22.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.4% |
| 7D | +8.2% | +11.5% | -3.4% | +6.8% |
| 30D | -0.2% | -31.2% | +31.1% | +3.6% |
| 3M | -8.4% | -28.7% | +20.2% | -5.5% |
| 6M | -9.5% | -47.2% | +37.7% | -3.6% |
| YTD | +10.1% | -24.3% | +34.3% | +10.5% |
| 1Y | +21.6% | -12.0% | +33.6% | +19.5% |
| All | +150.1% | +172.3% | -22.2% | +119.2% |
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