+70.0%
ORCL vs GGLL
+195.8%
-125.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.6% |
| 7D | +0.5% | +6.3% | -5.9% | -0.9% |
| 30D | -15.3% | -35.1% | +19.8% | -7.5% |
| 3M | -18.2% | -37.7% | +19.5% | -10.2% |
| 6M | -38.4% | -54.1% | +15.7% | -28.6% |
| YTD | -37.7% | -29.4% | -8.3% | -35.0% |
| 1Y | -49.3% | -13.4% | -35.9% | -49.5% |
| 3Y | +10.6% | +158.3% | -147.7% | -18.8% |
| All | +70.0% | +195.8% | -125.8% | +21.3% |
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