+113.9%
KEY vs GGLL
+154.9%
-41.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -1.6% |
| 30D | +5.1% | -36.3% | +41.5% | +10.3% |
| 3M | -7.1% | -40.4% | +33.3% | -1.9% |
| 6M | -4.4% | -54.6% | +50.2% | +4.0% |
| YTD | +4.0% | -31.1% | +35.2% | +5.2% |
| 1Y | +23.4% | -19.2% | +42.6% | +21.1% |
| 3Y | +113.9% | +151.5% | -37.6% | +76.5% |
| All | +113.9% | +154.9% | -41.0% | +76.5% |
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 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