-45.3%
KEEL vs GGLL
-11.6%
-33.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -6.0% |
| 7D | -13.6% | -23.1% | +9.5% | -7.6% |
| 30D | -39.1% | -32.9% | -6.2% | -32.0% |
| 3M | -48.9% | -44.9% | -4.0% | -39.8% |
| 6M | -35.4% | -49.5% | +14.1% | -21.1% |
| YTD | -10.6% | -28.9% | +18.3% | -13.3% |
| 1Y | -45.3% | -12.2% | -33.1% | -54.3% |
| All | -45.3% | -11.6% | -33.7% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling