+100.4%
KLAC vs GGLL
+64.8%
+35.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.4% |
| 7D | +6.2% | -3.9% | +10.1% | +6.9% |
| 30D | -5.0% | -15.4% | +10.4% | -2.3% |
| 3M | -14.4% | -21.9% | +7.5% | -11.4% |
| 6M | +28.3% | +4.5% | +23.8% | +17.1% |
| YTD | +51.1% | -2.4% | +53.5% | +39.5% |
| 1Y | +100.4% | +57.8% | +42.6% | +41.7% |
| All | +100.4% | +64.8% | +35.6% | +41.7% |
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