+96.5%
KEYS vs GGLL
+328.4%
-231.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.4% | +1.9% | +2.6% | +4.0% |
| 30D | -2.2% | -9.7% | +7.5% | -0.5% |
| 3M | +0.5% | -18.0% | +18.6% | +3.2% |
| 6M | +22.4% | +15.3% | +7.1% | +15.3% |
| YTD | +64.1% | +2.2% | +61.9% | +57.9% |
| 1Y | +97.0% | +73.1% | +23.9% | +68.6% |
| 3Y | +152.0% | +242.7% | -90.7% | +75.8% |
| All | +96.5% | +328.4% | -231.9% | +27.7% |
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 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