-18.0%
KVUE vs GGLL
+219.2%
-237.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -53.4% | +66.5% | +10.4% |
| 7D | +13.1% | -53.4% | +66.5% | +10.4% |
| 30D | +13.1% | -53.4% | +66.5% | +10.4% |
| 3M | +13.1% | -53.4% | +66.5% | +10.4% |
| 6M | +12.7% | -53.0% | +65.7% | +10.0% |
| YTD | +15.9% | -33.2% | +49.1% | +12.8% |
| 1Y | +42.1% | -19.8% | +62.0% | +38.4% |
| 3Y | +17.3% | +160.8% | -143.5% | +8.5% |
| All | -18.0% | +219.2% | -237.2% | -20.0% |
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