+76.2%
GGLL vs KMX
+5.0%
+71.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.5% |
| 7D | -4.8% | +1.9% | -6.7% | -5.0% |
| 30D | -13.7% | +11.7% | -25.4% | -14.9% |
| 3M | -21.9% | +34.9% | -56.7% | -24.6% |
| 6M | +11.7% | +50.3% | -38.6% | +5.2% |
| YTD | +2.3% | +63.8% | -61.5% | -4.3% |
| 1Y | +76.2% | +3.8% | +72.3% | +74.4% |
| All | +76.2% | +5.0% | +71.2% | +74.4% |
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