+177.6%
KEEL vs GGLL
+80.0%
+97.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.5% |
| 7D | +7.8% | -4.8% | +12.5% | +9.8% |
| 30D | -11.7% | -13.7% | +2.0% | -7.0% |
| 3M | -41.5% | -21.9% | -19.6% | -36.2% |
| 6M | +54.9% | +11.7% | +43.3% | +30.0% |
| YTD | +47.7% | +2.3% | +45.4% | +28.0% |
| 1Y | +177.6% | +76.2% | +101.4% | +31.8% |
| All | +177.6% | +80.0% | +97.6% | +31.8% |
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