-19.5%
ORLY vs GGLL
+64.8%
-84.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | -1.0% | -3.9% | +2.9% | -0.9% |
| 30D | -6.7% | -15.4% | +8.7% | -6.2% |
| 3M | -3.8% | -21.9% | +18.1% | -3.4% |
| 6M | -9.0% | +4.5% | -13.5% | -8.9% |
| YTD | -5.6% | -2.4% | -3.2% | -5.6% |
| 1Y | -19.5% | +57.8% | -77.3% | -16.2% |
| All | -19.5% | +64.8% | -84.3% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling