+188.6%
GGLL vs KMX
-39.4%
+228.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.9% |
| 7D | +3.1% | -7.4% | +10.5% | +4.9% |
| 30D | -36.3% | -3.4% | -32.9% | -36.2% |
| 3M | -40.4% | -11.3% | -29.0% | -39.1% |
| 6M | -54.6% | +30.6% | -85.2% | -58.2% |
| YTD | -31.1% | +33.2% | -64.4% | -38.0% |
| 1Y | -19.2% | +66.7% | -85.9% | -31.8% |
| 3Y | +151.5% | -22.1% | +173.6% | +153.9% |
| All | +188.6% | -39.4% | +228.0% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling