+2.6%
KMB vs GGLL
+184.7%
-182.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | +14.1% | -36.3% | +50.4% | +14.4% |
| 3M | -0.5% | -42.7% | +42.2% | -0.3% |
| 6M | +16.6% | -53.1% | +69.7% | +17.0% |
| YTD | +13.7% | -32.1% | +45.8% | +14.0% |
| 1Y | +16.1% | -20.1% | +36.1% | +16.5% |
| 3Y | +4.7% | +151.7% | -147.0% | +1.0% |
| All | +2.6% | +184.7% | -182.0% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling