+59.0%
KO vs GGLL
+328.7%
-269.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.8% | -4.8% | +3.0% | -1.8% |
| 30D | +1.4% | -13.7% | +15.1% | +1.5% |
| 3M | +15.4% | -21.9% | +37.2% | +15.4% |
| 6M | +14.3% | +11.7% | +2.6% | +13.9% |
| YTD | +27.7% | +2.3% | +25.4% | +27.3% |
| 1Y | +32.7% | +76.2% | -43.5% | +31.4% |
| 3Y | +62.2% | +245.0% | -182.8% | +53.5% |
| All | +59.0% | +328.7% | -269.7% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling