+383.4%
OSCR vs GGLL
+226.0%
+157.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -3.2% |
| 7D | +4.7% | -3.9% | +8.6% | +5.3% |
| 30D | +14.8% | -15.4% | +30.1% | +17.1% |
| 3M | +16.7% | -21.9% | +38.6% | +19.5% |
| 6M | +127.5% | +4.5% | +123.0% | +124.2% |
| YTD | +121.0% | -2.4% | +123.4% | +118.9% |
| 1Y | +58.4% | +57.8% | +0.6% | +51.4% |
| All | +383.4% | +226.0% | +157.4% | +302.5% |
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