-9.7%
KWEB vs GGLL
+210.8%
-220.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -7.8% | +7.7% | -15.5% | -9.1% |
| 30D | -6.4% | -30.2% | +23.8% | -1.2% |
| 3M | -14.6% | -31.3% | +16.7% | -9.7% |
| 6M | -25.0% | -52.1% | +27.0% | -16.2% |
| YTD | -32.7% | -25.9% | -6.8% | -31.4% |
| 1Y | -37.3% | -8.5% | -28.9% | -38.9% |
| 3Y | -5.9% | +165.5% | -171.4% | -31.6% |
| All | -9.7% | +210.8% | -220.4% | -39.2% |
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