+328.7%
GGLL vs KMX
-25.5%
+354.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -2.6% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | -13.7% | +11.7% | -25.4% | -16.1% |
| 3M | -21.9% | +34.9% | -56.7% | -27.8% |
| 6M | +11.7% | +50.3% | -38.6% | -0.7% |
| YTD | +2.3% | +63.8% | -61.5% | -11.7% |
| 1Y | +76.2% | +3.8% | +72.3% | +70.3% |
| 3Y | +245.0% | -24.3% | +269.3% | +259.6% |
| All | +328.7% | -25.5% | +354.2% | +328.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling