+32.1%
KRE vs GGLL
+217.5%
-185.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | +0.3% | +11.5% | -11.2% | -1.1% |
| 30D | +5.0% | -31.2% | +36.2% | +9.4% |
| 3M | -5.7% | -28.7% | +22.9% | -2.4% |
| 6M | +7.5% | -47.2% | +54.7% | +14.9% |
| YTD | +13.8% | -24.3% | +38.1% | +14.0% |
| 1Y | +20.7% | -12.0% | +32.7% | +17.5% |
| 3Y | +90.1% | +169.6% | -79.5% | +42.7% |
| All | +32.1% | +217.5% | -185.4% | -7.1% |
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