+32.7%
KO vs GGLL
+58.7%
-26.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -1.0% |
| 7D | -0.8% | -3.9% | +3.1% | -0.9% |
| 30D | +0.8% | -15.4% | +16.1% | +0.4% |
| 3M | +8.3% | -21.9% | +30.2% | +7.6% |
| 6M | +14.0% | +4.5% | +9.5% | +14.4% |
| YTD | +26.9% | -2.4% | +29.3% | +26.7% |
| All | +32.7% | +58.7% | -26.0% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling