+77.9%
ORCL vs GGLL
+210.8%
-132.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +8.0% | +7.7% | +0.3% | +6.2% |
| 30D | -4.0% | -30.2% | +26.2% | +3.1% |
| 3M | -19.5% | -31.3% | +11.8% | -13.4% |
| 6M | -33.5% | -52.1% | +18.6% | -23.5% |
| YTD | -34.8% | -25.9% | -9.0% | -32.7% |
| 1Y | -41.6% | -8.5% | -33.2% | -42.5% |
| 3Y | +13.8% | +165.5% | -151.8% | -17.0% |
| All | +77.9% | +210.8% | -132.9% | +25.5% |
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