-23.3%
WY vs GGLL
+166.5%
-189.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.8% |
| 7D | -0.8% | +7.7% | -8.5% | -1.0% |
| 30D | +10.1% | -30.2% | +40.3% | +11.2% |
| 3M | -15.4% | -31.3% | +15.9% | -14.6% |
| 6M | -8.3% | -52.1% | +43.8% | -6.5% |
| YTD | -9.8% | -25.9% | +16.0% | -9.7% |
| 1Y | -3.9% | -8.5% | +4.6% | -4.7% |
| 3Y | -23.3% | +165.5% | -188.9% | -29.3% |
| All | -23.3% | +166.5% | -189.8% | -29.3% |
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 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