+195.8%
GGLL vs KMX
-36.3%
+232.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.3% |
| 7D | +6.3% | -4.1% | +10.4% | +7.3% |
| 30D | -35.1% | +2.9% | -37.9% | -35.9% |
| 3M | -37.7% | -7.0% | -30.7% | -37.1% |
| 6M | -54.1% | +34.1% | -88.2% | -58.0% |
| YTD | -29.4% | +40.0% | -69.5% | -37.2% |
| 1Y | -13.4% | +67.2% | -80.6% | -26.8% |
| 3Y | +158.3% | -13.4% | +171.8% | +152.9% |
| All | +195.8% | -36.3% | +232.1% | +205.1% |
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