+73.1%
GGLL vs KMX
+0.2%
+72.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -9.7% | +4.1% | -13.8% | -10.2% |
| 3M | -18.0% | +27.5% | -45.5% | -20.4% |
| 6M | +15.3% | +43.6% | -28.3% | +9.1% |
| YTD | +2.2% | +56.8% | -54.6% | -3.9% |
| 1Y | +73.1% | -1.3% | +74.4% | +73.1% |
| All | +73.1% | +0.2% | +72.9% | +73.1% |
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 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