+10.3%
KDP vs GGLL
+194.0%
-183.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +8.2% | +5.1% | +3.1% | +8.1% |
| 30D | +18.4% | -35.5% | +53.8% | +19.2% |
| 3M | +29.2% | -39.2% | +68.4% | +30.3% |
| 6M | +32.3% | -54.4% | +86.6% | +34.1% |
| YTD | +38.5% | -29.8% | +68.3% | +38.5% |
| 1Y | +48.5% | -20.4% | +68.9% | +47.8% |
| 3Y | +32.5% | +149.7% | -117.3% | +22.5% |
| All | +10.3% | +194.0% | -183.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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