+59.6%
KEYS vs GGLL
-11.6%
+71.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.5% | -12.8% | -7.1% |
| 7D | -14.8% | -23.1% | +8.3% | -12.2% |
| 30D | -25.6% | -32.9% | +7.3% | -21.9% |
| 3M | -16.2% | -44.9% | +28.7% | -9.8% |
| 6M | -18.6% | -49.5% | +30.9% | -11.6% |
| YTD | +40.7% | -28.9% | +69.6% | +37.4% |
| 1Y | +59.6% | -12.2% | +71.8% | +46.6% |
| All | +59.6% | -11.6% | +71.2% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling