+369.7%
KLAC vs GGLL
+194.0%
+175.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | -21.8% | -35.5% | +13.7% | -13.3% |
| 3M | -20.5% | -39.2% | +18.6% | -11.1% |
| 6M | -18.0% | -54.4% | +36.4% | -2.1% |
| YTD | +26.4% | -29.8% | +56.2% | +28.5% |
| 1Y | +26.3% | -20.4% | +46.7% | +22.4% |
| 3Y | +193.3% | +149.7% | +43.5% | +77.0% |
| All | +369.7% | +194.0% | +175.7% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling