-2.4%
KWEB vs GGLL
+309.0%
-311.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | -3.6% | -3.9% | +0.3% | -2.9% |
| 30D | -14.9% | -15.4% | +0.5% | -12.3% |
| 3M | -5.4% | -21.9% | +16.5% | -2.1% |
| 6M | -18.9% | +4.5% | -23.4% | -21.3% |
| YTD | -27.2% | -2.4% | -24.8% | -28.7% |
| 1Y | -34.2% | +57.8% | -92.0% | -41.6% |
| 3Y | +0.6% | +227.2% | -226.6% | -28.6% |
| All | -2.4% | +309.0% | -311.4% | -36.8% |
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 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