-25.3%
WY vs GGLL
+154.9%
-180.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.0% |
| 7D | +3.1% | +3.1% | 0.0% | +3.0% |
| 30D | +13.0% | -36.3% | +49.3% | +14.4% |
| 3M | -16.8% | -40.4% | +23.6% | -15.5% |
| 6M | -11.2% | -54.6% | +43.4% | -9.2% |
| YTD | -9.1% | -31.1% | +22.1% | -8.7% |
| 1Y | -4.8% | -19.2% | +14.4% | -5.2% |
| 3Y | -25.3% | +151.5% | -176.8% | -31.6% |
| All | -25.3% | +154.9% | -180.2% | -31.6% |
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