+44.3%
KEY vs GGLL
+188.6%
-144.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -1.7% |
| 30D | +5.1% | -36.3% | +41.5% | +11.5% |
| 3M | -7.1% | -40.4% | +33.3% | -0.7% |
| 6M | -4.4% | -54.6% | +50.2% | +5.7% |
| YTD | +4.0% | -31.1% | +35.2% | +5.6% |
| 1Y | +23.4% | -19.2% | +42.6% | +21.0% |
| 3Y | +113.9% | +151.5% | -37.6% | +55.4% |
| All | +44.3% | +188.6% | -144.3% | -3.0% |
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