+34.4%
ORLY vs GGLL
+247.9%
-213.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.3% | +1.9% | -4.2% | -2.4% |
| 30D | -8.2% | -9.7% | +1.6% | -7.9% |
| 3M | -3.5% | -18.0% | +14.5% | -3.3% |
| 6M | -9.2% | +15.3% | -24.5% | -9.5% |
| YTD | -5.8% | +2.2% | -8.0% | -6.1% |
| 1Y | -19.3% | +73.1% | -92.4% | -20.1% |
| 3Y | +34.4% | +242.7% | -208.3% | +31.5% |
| All | +34.4% | +247.9% | -213.5% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling