+1.1%
KMB vs GGLL
+206.6%
-205.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -1.7% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +10.2% | -33.1% | +43.3% | +10.4% |
| 3M | +1.5% | -31.2% | +32.7% | +1.6% |
| 6M | +16.6% | -49.4% | +66.0% | +16.9% |
| YTD | +12.1% | -26.8% | +38.9% | +12.3% |
| 1Y | +11.1% | -17.7% | +28.8% | +11.4% |
| 3Y | +1.9% | +160.4% | -158.5% | -1.3% |
| All | +1.1% | +206.6% | -205.5% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling