+25.0%
KR vs GGLL
+313.5%
-288.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | -2.7% | -5.8% | +3.1% | -2.9% |
| 30D | +1.9% | -7.2% | +9.1% | +1.7% |
| 3M | -11.0% | -17.5% | +6.5% | -11.5% |
| 6M | -20.2% | +5.1% | -25.3% | -19.4% |
| YTD | -7.3% | -1.3% | -5.9% | -6.5% |
| 1Y | -13.1% | +60.2% | -73.3% | -11.4% |
| 3Y | +29.7% | +230.8% | -201.1% | +30.6% |
| All | +25.0% | +313.5% | -288.5% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling