+80.3%
KO vs GGLL
+210.8%
-130.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.9% |
| 7D | +3.7% | +7.7% | -3.9% | +3.7% |
| 30D | +8.1% | -30.2% | +38.4% | +8.2% |
| 3M | +14.2% | -31.3% | +45.5% | +14.3% |
| 6M | +25.2% | -52.1% | +77.3% | +25.4% |
| YTD | +44.7% | -25.9% | +70.6% | +44.4% |
| 1Y | +43.4% | -8.5% | +51.8% | +42.7% |
| 3Y | +90.1% | +165.5% | -75.5% | +79.4% |
| All | +80.3% | +210.8% | -130.5% | +66.7% |
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