-11.7%
KR vs GGLL
+80.0%
-91.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | 0.0% |
| 7D | +1.5% | -4.8% | +6.3% | +1.1% |
| 30D | +4.1% | -13.7% | +17.8% | +2.9% |
| 3M | -5.2% | -21.9% | +16.6% | -7.2% |
| 6M | -12.8% | +11.7% | -24.4% | -7.9% |
| YTD | -4.6% | +2.3% | -6.9% | -0.6% |
| 1Y | -11.7% | +76.2% | -87.9% | +0.2% |
| All | -11.7% | +80.0% | -91.6% | +0.2% |
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