-2.5%
KMB vs GGLL
+328.7%
-331.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -3.0% | -4.8% | +1.7% | -3.0% |
| 30D | -5.5% | -13.7% | +8.2% | -5.4% |
| 3M | +14.0% | -21.9% | +35.8% | +14.1% |
| 6M | +4.1% | +11.7% | -7.6% | +4.3% |
| YTD | +8.0% | +2.3% | +5.8% | +8.1% |
| 1Y | -13.7% | +76.2% | -89.9% | -13.5% |
| 3Y | -5.9% | +245.0% | -250.9% | -8.8% |
| All | -2.5% | +328.7% | -331.2% | -7.6% |
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