-12.2%
GGLL vs KMX
+35.0%
-47.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.2% | +6.3% |
| 7D | -23.1% | +2.1% | -25.2% | -23.3% |
| 30D | -32.9% | +0.5% | -33.4% | -33.0% |
| 3M | -44.9% | -4.1% | -40.8% | -44.7% |
| 6M | -49.5% | +49.5% | -99.0% | -51.4% |
| YTD | -28.9% | +42.7% | -71.6% | -31.9% |
| 1Y | -12.2% | +35.3% | -47.5% | -16.0% |
| All | -12.2% | +35.0% | -47.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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