+582.1%
KORU vs GGLL
+309.0%
+273.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +4.2% |
| 7D | +20.1% | -3.9% | +24.0% | +22.6% |
| 30D | +47.5% | -15.4% | +62.8% | +61.0% |
| 3M | -30.1% | -21.9% | -8.2% | -22.5% |
| 6M | +20.1% | +4.5% | +15.6% | +16.1% |
| YTD | +166.6% | -2.4% | +169.0% | +167.5% |
| 1Y | +458.9% | +57.8% | +401.1% | +328.5% |
| 3Y | +531.8% | +227.2% | +304.5% | +187.6% |
| All | +582.1% | +309.0% | +273.1% | +177.3% |
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