-2.2%
KVUE vs GGLL
+247.9%
-250.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.9% | +1.9% | -3.8% | -1.9% |
| 30D | -3.3% | -9.7% | +6.4% | -3.2% |
| 3M | +6.0% | -18.0% | +24.0% | +6.1% |
| 6M | +2.3% | +15.3% | -12.9% | +2.3% |
| YTD | +10.3% | +2.2% | +8.1% | +10.3% |
| 1Y | +4.6% | +73.1% | -68.5% | +4.4% |
| 3Y | -2.2% | +242.7% | -244.9% | -11.4% |
| All | -2.2% | +247.9% | -250.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling