+325.2%
KLAC vs GGLL
+188.6%
+136.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.3% |
| 7D | -12.3% | +3.1% | -15.4% | -12.9% |
| 30D | -29.6% | -36.3% | +6.7% | -21.8% |
| 3M | -28.2% | -40.4% | +12.1% | -19.4% |
| 6M | -23.6% | -54.6% | +31.0% | -8.8% |
| YTD | +14.4% | -31.1% | +45.5% | +16.8% |
| 1Y | +15.4% | -19.2% | +34.6% | +11.0% |
| 3Y | +184.3% | +151.5% | +32.8% | +70.8% |
| All | +325.2% | +188.6% | +136.6% | +132.7% |
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 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