+237.3%
KEEL vs GGLL
+226.0%
+11.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +1.4% |
| 7D | +19.3% | -3.9% | +23.2% | +21.3% |
| 30D | +9.1% | -15.4% | +24.5% | +16.8% |
| 3M | -31.5% | -21.9% | -9.6% | -26.6% |
| 6M | +75.8% | +4.5% | +71.3% | +59.7% |
| YTD | +57.9% | -2.4% | +60.3% | +46.6% |
| 1Y | +133.3% | +57.8% | +75.5% | +68.1% |
| All | +237.3% | +226.0% | +11.3% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling