+22.5%
KORU vs GGLL
-11.6%
+34.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.8% | -9.6% |
| 7D | -24.3% | -23.1% | -1.2% | -12.2% |
| 30D | -54.2% | -32.9% | -21.3% | -40.8% |
| 3M | -45.4% | -44.9% | -0.6% | -20.3% |
| 6M | -66.5% | -49.5% | -16.9% | -45.6% |
| YTD | +14.9% | -28.9% | +43.8% | +22.3% |
| 1Y | +22.5% | -12.2% | +34.7% | +16.7% |
| All | +22.5% | -11.6% | +34.2% | +16.7% |
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 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