+44.8%
KNX vs GGLL
+309.0%
-264.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.2% |
| 7D | +2.3% | -3.9% | +6.2% | +2.9% |
| 30D | +0.5% | -15.4% | +15.8% | +2.6% |
| 3M | -14.1% | -21.9% | +7.8% | -12.0% |
| 6M | +19.8% | +4.5% | +15.3% | +16.4% |
| YTD | +32.7% | -2.4% | +35.1% | +30.1% |
| 1Y | +62.3% | +57.8% | +4.5% | +46.7% |
| 3Y | +36.8% | +227.2% | -190.4% | +2.8% |
| All | +44.8% | +309.0% | -264.3% | -2.7% |
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 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