+277.7%
WWD vs GGLL
+328.7%
-51.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | +1.3% | -4.8% | +6.1% | +1.9% |
| 30D | -7.2% | -13.7% | +6.5% | -5.4% |
| 3M | -3.8% | -21.9% | +18.0% | -1.3% |
| 6M | -9.9% | +11.7% | -21.6% | -12.7% |
| YTD | +14.8% | +2.3% | +12.5% | +12.2% |
| 1Y | +42.1% | +76.2% | -34.1% | +28.2% |
| 3Y | +170.8% | +245.0% | -74.2% | +111.1% |
| All | +277.7% | +328.7% | -51.0% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling