+115.0%
KEY vs GGLL
+151.4%
-36.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.7% | -2.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +4.1% | -36.3% | +40.3% | +9.2% |
| 3M | -8.4% | -42.7% | +34.3% | -2.7% |
| 6M | -2.3% | -53.1% | +50.8% | +5.7% |
| YTD | +4.6% | -32.1% | +36.6% | +5.9% |
| 1Y | +24.6% | -20.1% | +44.6% | +22.3% |
| All | +115.0% | +151.4% | -36.4% | +77.7% |
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