+35.9%
KLAC vs GGLL
-15.6%
+51.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +1.0% | +4.7% |
| 7D | +7.5% | +2.9% | +4.6% | +7.2% |
| 30D | -15.3% | -33.1% | +17.8% | -11.7% |
| 3M | -19.6% | -31.2% | +11.6% | -16.7% |
| 6M | -12.5% | -49.4% | +36.8% | -5.0% |
| YTD | +33.0% | -26.8% | +59.8% | +25.4% |
| 1Y | +35.9% | -17.7% | +53.6% | +22.9% |
| All | +35.9% | -15.6% | +51.5% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling