+64.8%
ORCL vs GGLL
+188.6%
-123.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -11.2% | +3.1% | -14.2% | -11.8% |
| 30D | -18.8% | -36.3% | +17.5% | -11.0% |
| 3M | -18.8% | -40.4% | +21.6% | -9.9% |
| 6M | -39.7% | -54.6% | +14.9% | -30.0% |
| YTD | -39.6% | -31.1% | -8.5% | -36.6% |
| 1Y | -51.7% | -19.2% | -32.6% | -51.2% |
| 3Y | +10.2% | +151.5% | -141.3% | -18.6% |
| All | +64.8% | +188.6% | -123.9% | +18.2% |
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