+59.5%
KO vs GGLL
+328.4%
-268.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.4% | +1.9% | -1.5% | +0.4% |
| 30D | +1.5% | -9.7% | +11.2% | +1.5% |
| 3M | +11.8% | -18.0% | +29.8% | +11.8% |
| 6M | +16.2% | +15.3% | +1.0% | +15.8% |
| YTD | +28.1% | +2.2% | +25.9% | +27.7% |
| 1Y | +34.8% | +73.1% | -38.3% | +33.5% |
| 3Y | +65.5% | +242.7% | -177.2% | +56.7% |
| All | +59.5% | +328.4% | -268.8% | +47.5% |
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