+134.6%
KEYS vs GGLL
+157.4%
-22.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -4.5% | +5.1% | -9.6% | -5.3% |
| 30D | -23.9% | -35.5% | +11.6% | -18.4% |
| 3M | -13.1% | -39.2% | +26.0% | -6.3% |
| 6M | -19.1% | -54.4% | +35.3% | -8.9% |
| YTD | +43.4% | -29.8% | +73.3% | +45.9% |
| 1Y | +58.8% | -20.4% | +79.2% | +56.9% |
| 3Y | +134.6% | +149.7% | -15.2% | +83.0% |
| All | +134.6% | +157.4% | -22.8% | +83.0% |
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 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