+23.9%
KR vs GGLL
+309.0%
-285.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.5% |
| 7D | -3.1% | -3.9% | +0.8% | -3.2% |
| 30D | +0.6% | -15.4% | +16.0% | +0.1% |
| 3M | -9.8% | -21.9% | +12.1% | -10.4% |
| 6M | -22.1% | +4.5% | -26.6% | -21.4% |
| YTD | -8.1% | -2.4% | -5.7% | -7.4% |
| 1Y | -14.7% | +57.8% | -72.4% | -13.0% |
| 3Y | +28.6% | +227.2% | -198.6% | +29.4% |
| All | +23.9% | +309.0% | -285.1% | +30.8% |
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 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