+356.6%
OSCR vs GGLL
+166.5%
+190.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.5% |
| 7D | +1.3% | +7.7% | -6.4% | +0.4% |
| 30D | -9.5% | -30.2% | +20.7% | -6.2% |
| 3M | +0.9% | -31.3% | +32.1% | +4.6% |
| 6M | +31.5% | -52.1% | +83.5% | +40.9% |
| YTD | +116.1% | -25.9% | +141.9% | +119.7% |
| 1Y | +122.6% | -8.5% | +131.0% | +124.2% |
| 3Y | +356.6% | +165.5% | +191.1% | +318.7% |
| All | +356.6% | +166.5% | +190.1% | +318.7% |
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