+53.7%
KEEL vs GGLL
+210.8%
-157.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.6% |
| 7D | -0.5% | +7.7% | -8.2% | -4.1% |
| 30D | -27.1% | -30.2% | +3.2% | -14.2% |
| 3M | -43.8% | -31.3% | -12.5% | -33.9% |
| 6M | -55.2% | -52.1% | -3.1% | -39.4% |
| YTD | -20.9% | -25.9% | +5.0% | -18.1% |
| 1Y | -28.5% | -8.5% | -20.0% | -35.0% |
| 3Y | +66.1% | +165.5% | -99.5% | -26.0% |
| All | +53.7% | +210.8% | -157.1% | -37.5% |
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