+561.6%
KORU vs GGLL
+328.7%
+232.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.3% | +15.8% | +14.8% |
| 7D | +13.0% | -4.8% | +17.8% | +16.2% |
| 30D | +27.3% | -13.7% | +41.0% | +37.6% |
| 3M | -55.3% | -21.9% | -33.4% | -49.9% |
| 6M | +11.6% | +11.7% | -0.1% | +4.3% |
| YTD | +158.5% | +2.3% | +156.3% | +152.5% |
| 1Y | +482.2% | +76.2% | +406.0% | +319.7% |
| 3Y | +471.9% | +245.0% | +226.9% | +152.5% |
| All | +561.6% | +328.7% | +232.9% | +161.8% |
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