-3.7%
KWEB vs GGLL
+313.5%
-317.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -4.3% | -5.8% | +1.5% | -3.3% |
| 30D | -13.0% | -7.2% | -5.8% | -11.9% |
| 3M | -7.6% | -17.5% | +10.0% | -5.3% |
| 6M | -21.1% | +5.1% | -26.2% | -23.5% |
| YTD | -28.2% | -1.3% | -26.9% | -29.8% |
| 1Y | -34.9% | +60.2% | -95.1% | -42.3% |
| 3Y | -0.8% | +230.8% | -231.6% | -29.8% |
| All | -3.7% | +313.5% | -317.2% | -37.8% |
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