+95.7%
OKE vs GGLL
+313.5%
-217.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | 0.0% | -5.8% | +5.7% | +0.3% |
| 30D | +4.6% | -7.2% | +11.8% | +5.0% |
| 3M | +6.9% | -17.5% | +24.5% | +7.6% |
| 6M | +15.8% | +5.1% | +10.7% | +13.6% |
| YTD | +35.2% | -1.3% | +36.5% | +33.1% |
| 1Y | +37.6% | +60.2% | -22.6% | +28.0% |
| 3Y | +72.0% | +230.8% | -158.8% | +39.6% |
| All | +95.7% | +313.5% | -217.8% | +55.8% |
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