+186.8%
KEEL vs GGLL
+328.7%
-141.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.7% |
| 7D | +7.8% | -4.8% | +12.5% | +10.4% |
| 30D | -11.7% | -13.7% | +2.0% | -5.7% |
| 3M | -41.5% | -21.9% | -19.6% | -36.8% |
| 6M | +54.9% | +11.7% | +43.3% | +34.7% |
| YTD | +47.7% | +2.3% | +45.4% | +32.9% |
| 1Y | +177.6% | +76.2% | +101.4% | +82.7% |
| 3Y | +164.9% | +245.0% | -80.1% | +5.6% |
| All | +186.8% | +328.7% | -141.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling