+309.0%
GGLL vs KMX
-29.0%
+338.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.4% |
| 7D | -3.9% | -1.9% | -2.0% | -3.5% |
| 30D | -15.4% | +2.6% | -17.9% | -15.9% |
| 3M | -21.9% | +25.6% | -47.5% | -26.6% |
| 6M | +4.5% | +41.9% | -37.4% | -5.8% |
| YTD | -2.4% | +56.0% | -58.4% | -14.7% |
| 1Y | +57.8% | -1.8% | +59.6% | +54.7% |
| 3Y | +227.2% | -25.7% | +252.9% | +241.4% |
| All | +309.0% | -29.0% | +338.1% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling