+116.8%
KORU vs GGLL
+195.8%
-79.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +9.8% |
| 7D | -25.8% | +6.3% | -32.2% | -27.6% |
| 30D | -56.9% | -35.1% | -21.8% | -44.0% |
| 3M | -55.7% | -37.7% | -18.0% | -42.4% |
| 6M | -83.7% | -54.1% | -29.6% | -74.9% |
| YTD | -15.3% | -29.4% | +14.1% | +2.5% |
| 1Y | +3.4% | -13.4% | +16.8% | +10.4% |
| 3Y | +133.8% | +158.3% | -24.6% | +21.7% |
| All | +116.8% | +195.8% | -79.0% | +6.3% |
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 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