+364.8%
KLAC vs GGLL
+195.8%
+169.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.8% | +8.7% |
| 7D | -1.1% | +6.3% | -7.5% | -2.6% |
| 30D | -22.6% | -35.1% | +12.5% | -14.3% |
| 3M | -23.5% | -37.7% | +14.2% | -15.0% |
| 6M | -18.8% | -54.1% | +35.3% | -3.3% |
| YTD | +25.0% | -29.4% | +54.5% | +26.9% |
| 1Y | +27.5% | -13.4% | +40.9% | +20.1% |
| 3Y | +206.1% | +158.3% | +47.8% | +82.7% |
| All | +364.8% | +195.8% | +169.0% | +152.8% |
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