-24.4%
KVUE vs GGLL
+371.5%
-396.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -6.1% | -5.8% | -0.3% | -6.1% |
| 30D | -5.6% | -7.2% | +1.6% | -5.5% |
| 3M | -0.3% | -17.5% | +17.2% | -0.2% |
| 6M | +1.4% | +5.1% | -3.7% | +1.5% |
| YTD | +6.7% | -1.3% | +8.1% | +6.8% |
| 1Y | +1.0% | +60.2% | -59.2% | +1.1% |
| 3Y | -5.4% | +230.8% | -236.2% | -9.8% |
| All | -24.4% | +371.5% | -396.0% | -24.3% |
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