+33.0%
KRE vs GGLL
+309.0%
-276.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.4% | -0.5% |
| 7D | -1.1% | -3.9% | +2.8% | -0.5% |
| 30D | -3.4% | -15.4% | +12.0% | -1.3% |
| 3M | +3.7% | -21.9% | +25.6% | +6.3% |
| 6M | +14.8% | +4.5% | +10.3% | +11.4% |
| YTD | +14.7% | -2.4% | +17.1% | +12.2% |
| 1Y | +16.0% | +57.8% | -41.8% | +3.9% |
| 3Y | +84.3% | +227.2% | -143.0% | +36.3% |
| All | +33.0% | +309.0% | -276.0% | -8.6% |
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