+68.7%
OSCR vs GGLL
+64.4%
+4.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.8% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +10.7% | -4.0% | +14.6% | +11.6% |
| 3M | +13.4% | -15.5% | +28.9% | +16.1% |
| 6M | +144.6% | +7.6% | +136.9% | +129.3% |
| YTD | +128.0% | +2.0% | +126.1% | +115.8% |
| 1Y | +68.7% | +63.9% | +4.7% | +49.3% |
| All | +68.7% | +64.4% | +4.2% | +49.3% |
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 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