+77.1%
ORLY vs GGLL
+313.5%
-236.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -2.1% | -5.8% | +3.6% | -2.0% |
| 30D | -7.6% | -7.2% | -0.4% | -7.4% |
| 3M | -5.5% | -17.5% | +12.1% | -5.2% |
| 6M | -9.7% | +5.1% | -14.8% | -10.1% |
| YTD | -6.2% | -1.3% | -4.9% | -6.5% |
| 1Y | -18.6% | +60.2% | -78.9% | -19.9% |
| 3Y | +33.8% | +230.8% | -197.0% | +27.0% |
| All | +77.1% | +313.5% | -236.5% | +72.6% |
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 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