+444.0%
KLAC vs GGLL
+313.5%
+130.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +2.5% | -5.8% | +8.2% | +4.1% |
| 30D | -11.5% | -7.2% | -4.3% | -9.8% |
| 3M | -16.9% | -17.5% | +0.6% | -14.3% |
| 6M | +22.2% | +5.1% | +17.2% | +13.9% |
| YTD | +46.4% | -1.3% | +47.7% | +38.4% |
| 1Y | +91.0% | +60.2% | +30.8% | +52.3% |
| 3Y | +264.6% | +230.8% | +33.7% | +108.0% |
| All | +444.0% | +313.5% | +130.5% | +175.8% |
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