+63.4%
ORCL vs GGLL
+184.7%
-121.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -5.9% |
| 7D | -17.5% | -1.3% | -16.2% | -17.2% |
| 30D | -20.2% | -36.3% | +16.1% | -12.5% |
| 3M | -19.9% | -42.7% | +22.7% | -10.5% |
| 6M | -37.4% | -53.1% | +15.6% | -27.8% |
| YTD | -40.1% | -32.1% | -8.0% | -36.9% |
| 1Y | -53.4% | -20.1% | -33.3% | -52.8% |
| 3Y | +10.4% | +151.7% | -141.3% | -18.4% |
| All | +63.4% | +184.7% | -121.2% | +17.6% |
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