+282.3%
KLAC vs GGLL
+253.9%
+28.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +7.9% |
| 7D | +5.7% | -4.8% | +10.5% | +7.0% |
| 30D | -3.6% | -13.7% | +10.1% | -0.2% |
| 3M | -12.8% | -21.9% | +9.0% | -8.7% |
| 6M | +26.1% | +11.7% | +14.4% | +15.8% |
| YTD | +53.3% | +2.3% | +51.0% | +43.8% |
| 1Y | +113.7% | +76.2% | +37.5% | +67.0% |
| All | +282.3% | +253.9% | +28.4% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling