+469.9%
KLAC vs GGLL
+328.7%
+141.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +8.0% |
| 7D | +5.7% | -4.8% | +10.5% | +7.1% |
| 30D | -3.6% | -13.7% | +10.1% | 0.0% |
| 3M | -12.8% | -21.9% | +9.0% | -8.5% |
| 6M | +26.1% | +11.7% | +14.4% | +15.5% |
| YTD | +53.3% | +2.3% | +51.0% | +43.6% |
| 1Y | +113.7% | +76.2% | +37.5% | +65.5% |
| 3Y | +274.9% | +245.0% | +29.9% | +111.2% |
| All | +469.9% | +328.7% | +141.2% | +186.0% |
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 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