+92.9%
KEYS vs GGLL
+328.7%
-235.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.9% |
| 7D | +2.3% | -4.8% | +7.0% | +3.2% |
| 30D | -2.6% | -13.7% | +11.1% | -0.1% |
| 3M | -4.6% | -21.9% | +17.2% | -1.2% |
| 6M | +8.7% | +11.7% | -2.9% | +3.2% |
| YTD | +61.0% | +2.3% | +58.8% | +54.9% |
| 1Y | +96.0% | +76.2% | +19.8% | +67.1% |
| 3Y | +144.4% | +245.0% | -100.6% | +70.3% |
| All | +92.9% | +328.7% | -235.8% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling